The Optimal Linear Quadratic Feedback State Regulator Problem for Index One Descriptor Systems

J.C. Engwerda, Y. Salmah, I.E. Wijayanti

Research output: Working paperDiscussion paperOther research output

334 Downloads (Pure)

Abstract

In this note we present both necessary and sufficient conditions for the existence of a linear static state feedback controller if the system is described by an index one descriptor system. A priori no definiteness restrictions are made w.r.t. the quadratic performance criterium. It is shown that in general the set of solutions that solve the problem constitutes a manifold. This feedback formulation of the optimization problem is natural in the context of differential games and we provide a characterization of feedback Nash equilibria in a deterministic context.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages20
Volume2008-90
Publication statusPublished - 2008

Publication series

NameCentER Discussion Paper
Volume2008-90

Keywords

  • linear quadratic optimal control
  • descriptor systems
  • static stabilizing state feedback control

Fingerprint

Dive into the research topics of 'The Optimal Linear Quadratic Feedback State Regulator Problem for Index One Descriptor Systems'. Together they form a unique fingerprint.

Cite this