A Differential-Algebraic Riccati Equation for Applications in Flow Control


We investigate existence and structure of solutions to quadratic control problems with semiexplicit differential-algebraic constraints as they appear in the modeling of flows. We introduce a decoupled representation of the state and the formal adjoint equations to identify the conditions for the existence of solutions. We derive a differential-algebraic Riccati equation formulated in the original coefficients for the efficient numerical computation of the optimal solution.

SIAM J. Control Optim.