Automatica, Vol.32, No.3, 461-464, 1996
Initial and Transient-Response Improvement for Singular Systems
This paper deals with a generalized LQ regulator problem for singular systems with random initial states. The idea of the generalization is to take care of instantaneous jumps, and the problem is solved using the gradient flow approach. The designed output feedback will ensure that the closed-loop system has not only a satisfactory transient response but also significantly low instantaneous jumps with respect to any random initial state with given expectation and covariance.