SIAM Journal on Control and Optimization, Vol.47, No.2, 768-790, 2008
A quadratic regulator problem related to identification problems and singular systems
In this paper we study a new form of the quadratic regulator problem which is suggested by recent applications to singular systems and to identification problems. The new feature of the quadratic regulator problem under study is the penalization of the values taken by the control at individual instants of time.