Dual linear quadratic optimal control for two-point boundary value descriptor systems

Abstract

The dual linear quadratic opiimal 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 docs not have cross terms, the optimal control law can be expressed as an affine function of the stale 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.