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Transformational solution of singular linear-quadratic control problems

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2 Author(s)
Clements, D. ; University of New South Wales, Kensington, N.S.W., Australia ; Anderson, B.D.O.

General linear-quadratic singular variational problems with free end-point are studied. An algorithm is presented, involving the execution of a sequence of coordinate basis transformations in the state and control space; the algorithm establishes whether a prescribed problem has a solution, determining the optimal control and performance index in case the solution exists.

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Automatic Control, IEEE Transactions on  (Volume:22 ,  Issue: 1 )