LQ control of rectangular descriptor systems: Numerical algorithm and existence results

LQ control of rectangular descriptor systems: Numerical algorithm and existence results

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Article ID: iaor201112240
Volume: 32
Issue: 5
Start Page Number: 505
End Page Number: 526
Publication Date: Sep 2011
Journal: Optimal Control Applications and Methods
Authors:
Keywords: numerical analysis, matrices, optimization, programming: quadratic, programming: nonlinear
Abstract:

We present a structure-preserving numerical algorithm, based on using orthogonal matrices, and sufficient conditions for LQ control of rectangular descriptor systems. The sufficient conditions are quite general: stabilizability, impulse controllability, generalizations of detectability and impulse observability. The solution in the case of wide descriptor system differs from the solution of tall descriptor system.

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