A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control

A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control

In this paper we develop a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a decomposition method for the generalised Riccati difference equation that isolates its nilpotent part, which becomes constant in...

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Bibliographic Details
Main Authors: Ferrante, A., Ntogramatzidis, Lorenzo
Other Authors: Jay A. Farrel
Format: Conference Paper
Published: IEEE 2012
Subjects:
standards
difference equations
indexes
eigenvalues and eigenfunctions
Riccati equations
Online Access:http://hdl.handle.net/20.500.11937/12869

Internet

http://hdl.handle.net/20.500.11937/12869

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