Impulsive and impulse-free PD solutions of singular LQ control

Abstract

This paper addresses the singular linear–quadratic (LQ) control problem, considering cases with or without impulses in the state, and with or without stability. The optimal controller obtained includes a derivative of the state. The assumptions made are system stabilizability and the left-invertibility of the plant transfer matrix. Necessary and sufficient conditions for stability and the impulse-freeness of the optimal state are provided. These conditions are related to the absence of invariant zeros on the imaginary axis, and at infinity with orders greater than one, as well as to strong${}^{\ast }$ detectability. When these conditions are not met, the subspace ensuring that the optimal state is impulse-free, if the initial state belongs to that subspace, is determined. Additionally, a suboptimal yet practically realizable controller is presented, along with an explicit expression for the difference between the cost functional values corresponding to the suboptimal and optimal controllers. Illustrative examples are included.