Abstract
In this paper, we discuss the LQ problem for discrete-time linear systems with singular weight. The interactor with all-pass property is used in order to make a given strictly proper system be proper. In our approach, the type of Riccati equation to be solved is different from the result for a square transfer function matrix case, where the input weight equals to zero. The relation between our approach and the singular weight case is discussed. Unlike the square case, the explicit solution to the problem cannot be obtained and a recursive method to solve the Riccati equation is shown. An application to the finite settling-time control is also discussed.
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