Self-conjugate differential and difference operators arising in the optimal control of descriptor systems

dc.contributor.authorMehrmann, Volker
dc.contributor.authorScholz, Lena
dc.date.accessioned2021-12-17T10:10:15Z
dc.date.available2021-12-17T10:10:15Z
dc.date.issued2012-08-02
dc.description.abstractWe analyze the structure of the linear differential and difference operators associated with the necessary optimality conditions of optimal control problems for descriptor systems in continuous- and discrete-time. It has previously been shown that in continuous-time the associated optimality system is a self-conjugate operator associated with a self-adjoint pair of coefficient matrices and we show that the same is true in the discrete-time setting. We also extend these results to the case of higher order systems. Finally, we discuss how to turn higher order systems with this structure into first order systems with the same structure.en
dc.identifier.issn2197-8085
dc.identifier.urihttps://depositonce.tu-berlin.de/handle/11303/15740
dc.identifier.urihttp://dx.doi.org/10.14279/depositonce-14513
dc.language.isoenen
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subject.ddc510 Mathematiken
dc.subject.otherdifferential-algebraic equationen
dc.subject.otherself-conjugate difference operatoren
dc.subject.otherself-adjoint pairen
dc.subject.otherdiscrete-time optimal controlen
dc.subject.othernecessary optimality conditionen
dc.subject.othercongruence transformationen
dc.subject.otherhigher order systemsen
dc.titleSelf-conjugate differential and difference operators arising in the optimal control of descriptor systemsen
dc.typeResearch Paperen
dc.type.versionsubmittedVersionen
tub.accessrights.dnbfreeen
tub.affiliationFak. 2 Mathematik und Naturwissenschaften>Inst. Mathematikde
tub.affiliation.facultyFak. 2 Mathematik und Naturwissenschaftende
tub.affiliation.instituteInst. Mathematikde
tub.publisher.universityorinstitutionTechnische Universität Berlinen
tub.series.issuenumber2012, 26en
tub.series.namePreprint-Reihe des Instituts für Mathematik, Technische Universität Berlinen
tub.subject.msc200093C05 Linear systemsen
tub.subject.msc200093C55 Discrete-time systemsen
tub.subject.msc200093C15 Systems governed by ordinary differential equationsen
tub.subject.msc200065L80 Methods for differential-algebraic equationsen
tub.subject.msc200049K15 Problems involving ordinary differential equationsen
tub.subject.msc200034H05 Control problemsen
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