The standard state space solution of the finite-dimensional continuous time quadratic cost minimization problem has a straightforward extension to infinite-dimensional problems with bounded or moderately unbounded control and observation operators. However, if these operators are allowed to be suffi
On the generalized algebraic Riccati equation for continuous-time descriptor systems
โ Scribed by A. Kawamoto; K. Takaba; T. Katayama
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 120 KB
- Volume
- 296
- Category
- Article
- ISSN
- 0024-3795
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โฆ Synopsis
In this paper we consider the generalized algebraic Riccati equation (GARE) for a continuous-time descriptor system. Necessary and sucient conditions for the existence of stabilizing solutions of the GARE are derived based on the Hamiltonian matrix pencil approach. A parametrization of all stabilizing solutions is also provided. The main result has a potential applicability to a wide class of control problems for a descriptor system, including r 2 ar I controls.
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