Title :
On initial jumps for singular systems in connection with LQ optimal control
Author :
Liu, W.Q. ; Yan, W.Y. ; Teo, K.L. ; Sreeram, V.
Author_Institution :
Dept. of Math., Western Australia Univ., Nedlands, WA, Australia
Abstract :
It is known that the linear quadratic optimal state feedback gain for singular systems is not unique. Thus, different optimal gains lead to different closed-loop systems. In this paper, it is pointed out that all such optimal closed-loop systems will generically have jumps and these initial jumps are always the same. More importantly, a set of conditions under which LQ optimal gains will yield no initial jumps in the closed-loop systems is derived
Keywords :
closed loop systems; linear quadratic control; minimisation; performance index; state feedback; stochastic processes; LQ optimal control; closed-loop systems; initial jumps; linear quadratic optimal state feedback gain; singular systems; Adaptive control; Australia; Bismuth; Control systems; Integral equations; Linear feedback control systems; Mathematics; Optimal control; Performance analysis; State feedback;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.574617
