Set du = (Su, > du.) and consider the first N, equations in (3.8), 
OF) 
Xo, = dim (o,)- 
Sy, OF Su iu, Sup? SU ae 
If the square matrix is not singular, its inverse exists, and 
ile 8 ’ Vf 
1 
Co a iu, OB TY ise CS 
The vectors Su, and 6x are free; the vector ob satisfies (3.7). If 
the matrix Oa is singular, the first N constraints were de- 
>) 
pendent; eliminate the dependent constraints and start again. 
The contribution to the cost differential (3.3) from the 
IMBeIVEL (ES ie Se is the following integral: 
k k+1 
(ee 
= oe (ae ie 1 at = 1 
te z {LF P P ee a Y ee DE, Y Wis 6x 
t aL 
k 
=a es = wy! 6 
ee Pa, "a pif) ¥ 9, 1 %% 
a5 ' 
=. p'é ) ¥ SH) do 
iL alk 
Define the vector Ay by 
Mes SOR Sie) Ay (3.10) 
% AT Cane 
Then 
oc 
we = Papen ' 5 
De = {LEY Pp pase POs call O. 
Te 
30 
