Dual linear quadratic optimal control for two-point boundary value descriptor systems
(EN)
Krikelis, NJ
(EN)
Mantas, GP
(EN)
Georgiou, C
(EN)
The dual linear quadratic optimal control problem for the two-point boundary value case of discrete descriptor systems is investigated. It is shown that, in the case where the cost functional does not have cross terms, the optimal control law can be expressed as an affine function of the state of the non-causal subsystem, while the optimal cost-to-go can be expressed as a general quadratic expression of the state of the non-causal subsystem.
(EN)
