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On initial jumps for singular systems in connection with LQ optimal control - MaRDI portal

On initial jumps for singular systems in connection with LQ optimal control (Q5959122)

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scientific article; zbMATH DE number 1722261
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English
On initial jumps for singular systems in connection with LQ optimal control
scientific article; zbMATH DE number 1722261

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    On initial jumps for singular systems in connection with LQ optimal control (English)
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    23 June 2002
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    initial jumps
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    singular systems
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    LQ optimal control
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    maximum principle
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    Initial jumps for singular systems in connection with LQ optimal control is considered. First, a necessary condition for optimality expressed in the form of a maximum principle is shown.NEWLINENEWLINENEWLINEA characterization of optimal gain is then developed. Initial jumps for the state feedback optimal closed-loop system are formalized. It is shown that initial jumps depend only on an initial left state \(x(0-)\) and an operator \(\Omega(k)\). Finally, the set \(\pi\) of all those initial left states \(x(0-)\) which correspond to no initial jump is determined.
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