A Quadratic Regulator Problem Related to Identification Problems and Singular Systems

In this paper we study a new form of the quadratic regulator problem which is suggested by recent applications to singular systems and to identification problems. The new feature of the quadratic regulator problem under study is the penalization of the values taken by the control at individual insta...

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Bibliographic Details
Published in:SIAM journal on control and optimization 2008-01, Vol.47 (2), p.768-790
Main Authors: Favini, A., Pandolfi, L.
Format: Article
Language:English
Subjects:
Applied mathematics
Control theory
Coordinate transformations
Hilbert space
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Summary:In this paper we study a new form of the quadratic regulator problem which is suggested by recent applications to singular systems and to identification problems. The new feature of the quadratic regulator problem under study is the penalization of the values taken by the control at individual instants of time.
ISSN:0363-0129
1095-7138
DOI:10.1137/050637248