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Optimal Control for Linear Descriptor Systems with Variable Coefficients

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Numerical Linear Algebra in Signals, Systems and Control

Part of the book series: Lecture Notes in Electrical Engineering ((LNEE,volume 80))

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Abstract

We study optimal control problems for general linear descriptor systems with variable coefficients. We derive necessary and sufficient optimality conditions for optimal solution. We also show how to solve these optimality systems via the solution of generalized Riccati-differential equations. and discussed how a modification of the cost functional leads to better solvability properties for the optimality system.

Supported by Deutsche Forschungsgemeinschaft, through Matheon, the DFG Research Center “Mathematics for Key Technologies” in Berlin.

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Authors and Affiliations

  1. Mathematisches Institut, Universität Leipzig, Augustusplatz 10–11, 04109, Leipzig, Germany

    Peter Kunkel

  2. Institut für Mathematik, MA 4-5, Technische Universität Berlin, 10623, Berlin, Germany

    Volker Mehrmann

Authors
  1. Peter Kunkel
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  2. Volker Mehrmann
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Corresponding author

Correspondence to Peter Kunkel .

Editor information

Editors and Affiliations

  1. CESAME, Batiment Euler, Universite Catholique de Louvain, 4, avenue Georges Lemaitre, Louvain la Neuve, 1348, Belgium

    Paul Van Dooren

  2. Department of Electrical and Computer, Engineering, Texas A&M University, Zachry Engineering Center, College Station, 77843-3128, Texas, USA

    Shankar P. Bhattacharyya

  3. Dept. Mathematics, Chinese University Hong Kong, Shatin, New Territories, Hong Kong/PR China

    Raymond H. Chan

  4. Dept. Mathematics, University of Connecticut, Auditorium Road 196, Storrs, 06269-3009, Connecticut, USA

    Vadim Olshevsky

  5. , Electrical Engineering, Indian Institute of Technology, Kharagpur, 721302, India

    Aurobinda Routray

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Kunkel, P., Mehrmann, V. (2011). Optimal Control for Linear Descriptor Systems with Variable Coefficients. In: Van Dooren, P., Bhattacharyya, S., Chan, R., Olshevsky, V., Routray, A. (eds) Numerical Linear Algebra in Signals, Systems and Control. Lecture Notes in Electrical Engineering, vol 80. Springer, Dordrecht. https://doi.org/10.1007/978-94-007-0602-6_15

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  • DOI: https://doi.org/10.1007/978-94-007-0602-6_15

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  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-007-0601-9

  • Online ISBN: 978-94-007-0602-6

  • eBook Packages: EngineeringEngineering (R0)

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