The construction of the optimal control for a linear system with a known quadratic cost functional is done via the (unique) positive solution of the associated algebraic Riccati equation. However, the algebraic Riccati equation has many more solutions. In this report we construct all solutions for a specific algebraic Riccati equation. The algebraic Riccati equation that we study, is the one associated with the undamped wave equation with cost-criterion the total input energy plus the total kinetic energy.
|Place of Publication||Enschede|
|Publisher||University of Twente, Department of Applied Mathematics|
|Publication status||Published - 1998|