A transformation for solving a discrete-time singular LQ problem
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A Linear-Quadratic (LQ) discrete-time problem with singular weighting matrix of the controls in the performance index is considered. The transformation of the state is proposed for solving the considered problem. The transformation gives the converted state equations having, partially the Luenberger-Brunovský controllable canonical form. Using this form the transformed nonsingular LQ problem with inconstant dimensions of state and control is constructed.
Key-wordsOptimal control discrete-time systems canonical forms singular problems
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