Existence of Optimal Control for LQ Optimization Problem Subject to Differential Algebraic Systems

Muhafzan, Muhafzan (2010) Existence of Optimal Control for LQ Optimization Problem Subject to Differential Algebraic Systems. In: Seminar dan Rapat Tahunan BKS-PTN Wilayah Barat ke-21, 10-11 May 2010, Universitas Riau.

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Abstract

This paper deals with the LQ (Linear Quadratic) optimization problem subject to differential algebraic systems. The main aim of this paper is to find the optimal control-state pair for such problem. By transforming the differential algebraic system into a Weierstrass-Kronecker canonical reprentation, the LQ optimization problem can be classified into two types, i.e. the LQ optimization problem subject to proper systems and the LQ optimization problem subject to nonproper systems. The process of finding the solution of each problem is treated separately. By a certain ionbition, the singular LQ problem for both proper and nonproper systems are transformed into the standard LQ optimization problem. We solve both LQ optimization problems using classical optimal control theory. Kata Kunci: Dffirential algebraic system, LQ optimization, Weierstrass-Kronecker cartonical

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