Title :
Variational calculus for descriptor problems
Author :
Jonckheere, Edmond
Author_Institution :
Dept. of Electr. Eng.-Syst., Univ. of Southern California, Los Angeles, CA, USA
fDate :
5/1/1988 12:00:00 AM
Abstract :
The first-order, necessary condition for optimality is derived from a variational argument that involves an ad hoc modification of the Bliss method, resulting in a Hamiltonian characterization in terms of Edx,dt, rather than dx/dt, the former being smoother than the latter. This approach sidesteps the regularity conditions of the Lagrange multiplier theory. Under some mild assumptions, the necessary condition for optimality is also sufficient and the optimal control exists. The numerically relevant result is a generalized eigenvector, inverse-free characterization of optimality
Keywords :
eigenvalues and eigenfunctions; optimal control; optimisation; variational techniques; Bliss method; Hamiltonian characterization; Lagrange multiplier; descriptor linear quadratic problems; eigenvector; necessary condition; optimal control; optimality; performance index; variational calculus; Asymptotic stability; Automatic control; Calculus; Control system synthesis; Control systems; Feedback control; Linear systems; Nonlinear control systems; State feedback; Uncertain systems;
Journal_Title :
Automatic Control, IEEE Transactions on