Automatica, Vol.45, No.10, 2458-2461, 2009
Indefinite linear quadratic optimal control problem for singular discrete-time system with multiple input delays
An indefinite linear quadratic (ILQ) optimal control problem is discussed for singular discrete-time-varying linear systems with multiple input delays. The problem is transformed to the one for standard systems by normalizability decomposition. An explicit controller is obtained by computing the gain of the smoothing estimation of dual systems. Necessary and sufficient conditions guaranteeing the existence of unique solution are given simultaneously. A numerical example illustrates the presented method. (C) 2009 Elsevier Ltd. All rights reserved.