Hamilton-Jacobi equation for descriptor systems

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.