Linear quadratic optimal control for discrete descriptor systems
The present paper deals with the investigation of the linear quadratic optimal control problem for discrete-time descriptor systems \(Ex_{k+1}=Ax_ k+Bu_ k\), where E is in general a singular matrix and the system structure is in general noncausal. The problem is considered in its general form, having singular cost matre paper. The spetral property of the systems (1) associated with \(\alpha\) \(\in [1/2,1]\) is discussed and some new results are proved for the analytic property and exponential stability of the semigroup associated with the systems (1). The obtained results have many advantages in engineering applications.
scientific article; zbMATH DE number 4051455
scientific article