Control problem structure and the numerical solution of linear singular systems

Recently, a general numerical procedure has been developed for solvable systems of singular differential equationsE(t)x′(t)+F(t)x(t)=f(t). This paper shows how to exploit the structure present in many control problems to reduce the computational effort substantially. An example is worked which shows that additional reductions are possible in some cases. This research was supported in part by the Air Force Office of Scientific Research under Grant No. 84-0240.