Numerical solution of optimal control problems for descriptor systems
نویسنده
چکیده
We discuss optimal control problems for general unstructured linear differentialalgebraic equations of arbitrary index. We discuss controllability and observability in the higher order case and show that order reduction may lead to false results. We then derive necessary conditions in the case of linear-quadratic control problems and show how these lead to eigenvalue problems for for even matrix polynomials. We discuss the numerical solution of these structured eigenvalue problems and present some examples. Acknowledgement: This research was partially supported by the researchin-pairs program at Mathematisches Forschungsinstitut Oberwolfach and partially by the DFG Research Center Matheon in Berlin.
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تاریخ انتشار 2007