The Analysis of the Optimal Control Problem for the System with the Generalized State Space Model

일반화된 상태모델로 주어진 시스템의 최적제어문제 해석

The optimal control and filtering problems for the systems with the generalized state space model are considered and the generalized Riccati equation is derived. Also the algorithm for the solution of the generalized algebraic Riccati equation is developed and it is shown that the algotithm can be applied to the case where the matrix R is singular or near singular.