On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions

被引：11

作者：

Ferrante, Augusto ^{[1
]}

Ntogramatzidis, Lorenzo ^{[2
]}

机构：

[1] Univ Padua, Dipartimento Ingn Informaz, Via Gradenigo 6-B, I-35131 Padua, Italy

[2] Curtin Univ, Dept Math & Stat, Perth, WA, Australia

来源：

AUTOMATICA | 2018年 / 93卷

关键词：

INNER-OUTER FACTORIZATIONS; CONVERGENCE;

D O I：

10.1016/j.automatica.2018.04.034

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper presents a reduction technique for the continuous-time constrained generalized Riccati equation arising in the context of the singular Linear Quadratic (LQ) optimal control problem. This technique allows to express the solutions of the constrained generalized Riccati equation in terms of the solutions of a reduced-order standard Riccati equation. This result is used to provide a solution to the singular LQ problem with closed-loop stability in the case when the allowed controls are restricted to be regular for any initial condition. (C) 2018 Elsevier Ltd. All rights reserved.

引用

页码：554 / 558

页数：5

共 21 条

[1]

Abou-Kandil Hisham, 2003, SYS CON FDN

[2]

[Anonymous], 1995, Algebraic Riccati Equations

[3] SPECTRAL AND INNER-OUTER FACTORIZATIONS OF RATIONAL MATRICES [J].