Hamilton-Jacobi equation for descriptor systems

  • Xu H
  • Mizukami K
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Abstract

This paper is concerned with the extension of the Hamilton-Jacobi equation from the state space system to the descriptor system. The principle of optimality is interpreted in the sense of the strategy (or closed-loop control). The Hamilton-Jacobi equation for the descriptor system is derived. An illustrative example is given to show the application of the Hamilton-Jacobi equation in the optimal control problem. © 1993.

Author-supplied keywords

  • Descriptor system
  • Hamilton-Jacobi equation
  • impulse-free solution
  • optimal control
  • principle of optimality

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Authors

  • Hua Xu

  • Koichi Mizukami

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