Singular LQ Control, Optimal PD Controller and Inadmissible Initial Conditions

We consider a classical control problem: the infinite horizon singular LQ problem, i.e., some inputs are unpenalized in the quadratic performance index. In this case, it is known that the slow dynamics is constrained to be in a proper subspace of the state-space, with the optimal input for the slow dynamics implementable by feedback. In this technical note we show that both the fast dynamics and the slow dynamics can be implemented by a feedback controller. Moreover, we show that the feedback controller cannot be a static feedback controller but can be PD, i.e.,
${\rm proportional}+{\rm differentiate~exactly~once}$
, in the state. We show that the closed loop system is a singular descriptor state space system and we also characterize the conditions on the system/performance index for existence of inadmissible initial conditions, i.e., initial conditions that cause impulsive solutions. There are no inadmissible initial conditions in the controlled system if and only if in the strictly proper transfer matrix from the unpenalized inputs to the penalized states, there exists at least one maximal minor of relative degree equal to the number of unpenalized inputs. In addition to the above, we prove solvability of the infinite horizon singular LQ problem under milder assumptions than in the literature.