Transformational Solution of Singular Linear-Quadratic Control Problems

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Clements, David J.
Anderson, Brian D.O.

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General linear-quadratic singular variational problems ‘lith free end-point are studied. An algorithm is presented, involving the execution of a sequence of coordinate basis transformations in the state and control space; the algorithm establishes whether a prescribed problem has a solution, determining the optimal control and Performance index in case the solution exists.

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IEEE Transactions on Automatic Control

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