Solutions of differential-algebraic equations as outputs of LTI systems: application to LQ control problem

Abstract

In this paper we synthesize behavioral ideas with geometric control theory and propose a unified geometric framework for representing all solutions of a Linear Time Invariant Differential-Algebraic Equation (DAE-LTI) as outputs of classical Linear Time Invariant systems (ODE-LTI). An algorithm for computing an ODE-LTI that generates solutions of a given DAE-LTI is described. It is shown that two different ODE-LTIs which represent the same DAE-LTI are feedback equivalent. The proposed framework is then used to solve an LQ optimal control problem for DAE-LTIs with rectangular matrices.