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Indefinite linear quadratic optimal control problem for singular discrete-time system with multiple input delays |
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| Authors: | Peng Cui Huanshui Zhang |
| Affiliation: | a School of Control Science and Engineering, Shandong University, Jinan, Shandong, 250061, PR China b Department of Information Science and Technology, Taishan University, Taian, 271021, PR China |
| Abstract: | An indefinite linear quadratic (ILQ) optimal control problem is discussed for singular discrete-time-varying linear systems with multiple input delays. The problem is transformed to the one for standard systems by normalizability decomposition. An explicit controller is obtained by computing the gain of the smoothing estimation of dual systems. Necessary and sufficient conditions guaranteeing the existence of unique solution are given simultaneously. A numerical example illustrates the presented method. |
| Keywords: | Singular systems Discrete-time systems Multiple input delays LQR Riccati equations |
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