1994 Volume 7 Issue 10 Pages 422-432
An optimal regulator problem is considered for descriptor systems. The performance index is quadratic, in which the weight matrix for the descriptor variable is chosen so that only the dynamic part of the system is observed. The necessary and sufficient condition for the existence of an optimal stabilizing feedback is presented in terms of positive semidefinite solutions of a generalized Riccati equation. The optimal feedback gain is computed without transforming the descriptor equation into a state equation.
