Title :
Indefinite LQ-control of discrete time descriptor systems by nested pseudo-inversion
Author_Institution :
Dept. of Comput. Sci., Electr. Eng., & Space Technol., Narvik Univ. Coll.
Abstract :
A generalized pseudo-inverse approach to discrete-time finite horizon linear quadratic control of descriptor systems with final state constraint is considered. Necessary and sufficient conditions for existence of a unique optimal solution are provided. Both the test for existence of a solution, as well its computation, decompose hierarchically to problems of small size defined on subdivision of the time axis, thus rendering computational feasibility for problems too large to be handled directly
Keywords :
discrete time systems; linear quadratic control; computational feasibility; discrete time descriptor system; discrete time finite horizon linear quadratic control; generalized pseudo-inverse approach; indefinite LQ-control; state constraint; Control systems; Costs; Large-scale systems; Matrix decomposition; Optimal control; Sufficient conditions; Testing; USA Councils;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.377626
