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Singular LQ Problem for Irregular Singular Systems

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  • Qingxiang Fang
  • Baolin Zhang
  • Jun-e Feng

Abstract

This paper is concerned with the singular LQ problem for irregular singular systems with persistent disturbances. The full information feedback control method is employed to achieve the optimal control. By restricted system equivalence transformation, the system state is decomposed into free state and restricted state and the input is decomposed into free input and forced input. Some sufficient conditions for the unique existence of optimal control‐state pair are derived and these conditions are all described unitedly with matrix rank equalities. The optimal control‐state pair can be explicitly formulated via solving an algebraic Riccati equation and a Sylvester equation. Moreover, under the optimal control‐state pair, the resulting system has no free state.

Suggested Citation

  • Qingxiang Fang & Baolin Zhang & Jun-e Feng, 2014. "Singular LQ Problem for Irregular Singular Systems," Journal of Applied Mathematics, John Wiley & Sons, vol. 2014(1).
    • Handle: RePEc:wly:jnljam:v:2014:y:2014:i:1:n:853415
    DOI: 10.1155/2014/853415
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    References listed on IDEAS

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    1. Luenberger, David G & Arbel, Ami, 1977. "Singular Dynamic Leontief Systems," Econometrica, Econometric Society, vol. 45(4), pages 991-995, May.
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