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Numerical solution of linear-quadratic control problems for descriptor systems

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4 Author(s)
Benner, P. ; Zentrum fur Technomath., Bremen Univ., Germany ; Byers, R. ; Mehrmann, V. ; Hongguo Xu

We discuss the numerical solution of linear quadratic optimal control problems for descriptor systems. The classical solution approach for these problems requires the computation of deflating subspaces of structured pencils. We extend the recently developed methods by Benner et al. (1996) for Hamiltonian matrices to the general case of embedded pencils as they arise in descriptor systems

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Computer Aided Control System Design, 1999. Proceedings of the 1999 IEEE International Symposium on

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