Abstract
We study optimal control problems for general linear descriptor systems with variable coefficients. We derive necessary and sufficient optimality conditions for optimal solution. We also show how to solve these optimality systems via the solution of generalized Riccati-differential equations. and discussed how a modification of the cost functional leads to better solvability properties for the optimality system.
Supported by Deutsche Forschungsgemeinschaft, through Matheon, the DFG Research Center “Mathematics for Key Technologies” in Berlin.
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Kunkel, P., Mehrmann, V. (2011). Optimal Control for Linear Descriptor Systems with Variable Coefficients. In: Van Dooren, P., Bhattacharyya, S., Chan, R., Olshevsky, V., Routray, A. (eds) Numerical Linear Algebra in Signals, Systems and Control. Lecture Notes in Electrical Engineering, vol 80. Springer, Dordrecht. https://doi.org/10.1007/978-94-007-0602-6_15
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DOI: https://doi.org/10.1007/978-94-007-0602-6_15
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