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This paper analyses the properties of the solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. This analysis reveals the presence of a subspace that may provide an appropriate degree of freedom to stabilize the system in the related optimal control problem even in cases where the Riccati equation does not admit a stabilizing solution.

The use of linear multivariable feedback control to achieve a nonovershooting step response is considered for multi-input multi-output (MIMO) linear time-invariant (LTI) descriptor systems. The use of dynamic output feedback control to improve the transient response to a step input is also considered for MIMO and LTI descriptor systems. We design a state feedback controller and a dynamic output feedback for MIMO and LTI descriptor systems to asymptotically stabilise and track a step reference with zero overshoot and arbitrarily small rise time, under some mild assumptions.

The explicit reference governor is a constrained control scheme that was originally introduced for generic nonlinear systems. This paper presents two explicit reference governor strategies that are specifically tailored for the constrained control of linear time-invariant systems subject to linear constraints. Both strategies are based on the idea of maintaining the system states within an invariant set which is entirely contained in the constraints. This invariant set can be constructed by exploiting either the Lyapunov inequality or modal decomposition. To improve the performance, we show that the two strategies can be combined by choosing at each time instant the least restrictive set. Numerical simulations illustrate that the proposed scheme achieves performances that are comparable to optimisation-based reference governors.

In this paper, we investigate several theoretical and computational aspects of fundamental subspaces for linear time-invariant descriptor systems, which appear in the solution of many control and estimation problems. Different types of reachability and controllability for descriptor systems are described and discussed. The Rosenbrock system matrix pencil is employed for the computation of supremal output-nulling subspaces and supremal output-nulling reachability subspaces for descriptor systems.

We consider the classic problem of pole placement by state feedback. The well-known eigenstructure assignment algorithm of Kautsky, Nichols, and van Dooren is extended to obtain a parametric formula for the pole-placing feedback matrix that can deliver any desired closed-loop eigenvalues, with any desired multiplicities.

This paper proposes a reduction technique for the generalized Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalized discrete algebraic Riccati equation. In particular, an analysis on the eigenstructure of the corresponding extended symplectic pencil enables to identify a subspace in which all the solutions of the generalized discrete algebraic Riccati equation are coincident. This subspace is the key to derive a decomposition technique for the generalized Riccati difference equation. This decomposition isolates a “nilpotent” part, which converges to a steady-state solution in a finite number of steps, from another part that can be computed by iterating a reduced-order generalized Riccati difference equation.

In this article an approach based on inversion formulae is used for the design of lead–lag compensators which satisfy frequency domain specifications on phase margin, gain margin and phase (or gain) crossover frequency. An analytical and graphical procedure for the compensator design on the Nyquist and Nichols planes is presented with some numerical examples.