Title :
Numerical solution of linear-quadratic control problems for descriptor systems
Author :
Benner, Peter ; Byers, Ralph ; Mehrmann, Volker ; Xu, Hongguo
Author_Institution :
Zentrum fur Technomath., Bremen Univ., Germany
Abstract :
We discuss the numerical solution of linear quadratic optimal control problems for descriptor systems. The classical solution approach for these problems requires the computation of deflating subspaces of structured pencils. We extend the recently developed methods by Benner et al. (1996) for Hamiltonian matrices to the general case of embedded pencils as they arise in descriptor systems
Keywords :
linear quadratic control; linear systems; matrix algebra; Hamiltonian matrices; descriptor systems; linear-quadratic control; optimal control; structured pencils; Algebra; Application software; Boundary conditions; Boundary value problems; Computational modeling; Control systems; Infinite horizon; Mathematics; Optimal control; Riccati equations;
Conference_Titel :
Computer Aided Control System Design, 1999. Proceedings of the 1999 IEEE International Symposium on
Conference_Location :
Kohala Coast, HI
Print_ISBN :
0-7803-5500-8
DOI :
10.1109/CACSD.1999.808622
