On discounted LQR control problem for disturbanced singular system

The LQR (linear quadratic regulator) control problem subject to singular system constitutes a optimization problem in which one must be find an optimal control that satisfy the singular system and simultaneously to optimize the quadratic objective functional. In this paper we establish a sufficient condition to obtain the optimal control of discounted LQR optimization problem subject to disturbanced singular system where the disturbance is time varying. The considered problem is solved by transforming the discounted LQR control problem subject to disturbanced singular system into the normal LQR control problem. Some available results in literatures of the normal LQR control problem be used to find the sufficient conditions for the existence of the optimal control for discounted LQR control problem subject to disturbanced singular system. The final result of this paper is in the form a method to find the optimal control of discounted LQR optimization problem subject to disturbanced singular system. The result shows that the disturbance is vanish with the passage of time.