For a class of quadratic performance indices the optimal control law is a combination of maximum effort (bang-bang) and singular. The singular control law is linear and it is optimal in a hyperplane in the n-dimensional state-space. For practical purposes it is desirable to restrict the class of adm
Symmetric singular linear control systems
โ Scribed by R. Bru; C. Coll; N. Thome
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 407 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0893-9659
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โฆ Synopsis
the group inverse, an explicit solution to a symmetric singular system is described. The general explicit solution is derived when the symmetric singular system satisfies the regularity condition.
Certain special properties of these singular systems are presented. Finally, a symmetric balanced realization is obtained from an equivalent standard control system.
๐ SIMILAR VOLUMES
We formulate a class of singular stochastic control problem with recursive utility where the cost function is determined by a backward stochastic di erential equation. Some characteristics of the value function of the control problem are obtained by the method of approximation via penalization, and
## Abstract A method for finding the optimal control of linear singular systems with a quadratic cost functional using piecewise linear polynomial functions is discussed. The state variable, state rate, and the control vector are expanded in piecewise linear polynomial functions with unknown coeffi