P. Kunkel et V. Mehrmann, THE LINEAR-QUADRATIC OPTIMAL-CONTROL PROBLEM FOR LINEAR DESCRIPTOR SYSTEMS WITH VARIABLE-COEFFICIENTS, MCSS. Mathematics of control, signals and systems, 10(3), 1997, pp. 247-264
We study linear quadratic optimal control problems for linear variable
coefficient descriptor systems. Generalization from the case of stand
ard control problems leads to several difficulties. We discuss a behav
ioral approach that solves some of these difficulties. Furthermore, an
analysis of general rectangular systems is given and generalized Eule
r-Lagrange equations and Riccati differential algebraic equations are
discussed.