A note on optimal control of generalized state-space (descriptor) systems
Titel:
A note on optimal control of generalized state-space (descriptor) systems
Auteur:
Lovass-Nagy, V. Schilling, R. Yan, H. -C.
Verschenen in:
International journal of control
Paginering:
Jaargang 44 (1986) nr. 3 pagina's 613-624
Jaar:
1986-09-01
Inhoud:
Linear time-invariant systems of the form E dx/dt = Ax + Bu are considered, where E is a square matrix, which may be singular, and B is a rectangular matrix having full column rank. It is assumed that for any 'admissible' initial state x(0-), any control vector u(t) yields one and only one state vector x(t). The problem is this: find a control vector u(t) that will drive the system from an 'admissible' initial state x(0-) to a fixed final state xf, in a fixed time tf while minimizing some cost functional $. Only elementary matrix and variational techniques are used. Necessary conditions are derived for the existence of minima of J; the problem of finding sufficient conditions of the existence of minima of J is not considered. It is shown that in many cases the necessary conditions for the existence of minima of J yield a two-point boundary-value problem consisting of a system of ordinary differential equations containing only elements of, x(t) and the boundary conditions prescribed at 0- and tf. If some vector x* is a solution of the two-point boundary-value problem, a control vector u* such that E dx*/dt = Ax* + Bu*, x*(0-) = x(0-) and x*(tf) = xf can be obtained from x*, and x* and u* will minimize the cost functional J if J has a minimum.