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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| Format: | Conference Paper |
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IEEE
2012
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| Online Access: | http://hdl.handle.net/20.500.11937/12869 |
| _version_ | 1848748196658937856 |
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| author | Ferrante, A. Ntogramatzidis, Lorenzo |
| author2 | Jay A. Farrel |
| author_facet | Jay A. Farrel Ferrante, A. Ntogramatzidis, Lorenzo |
| author_sort | Ferrante, A. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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 a number of iteration steps equal to the nilpotency index of the closed-loop, from another part that can be computed by iterating a reduced-order Riccati difference equation. |
| first_indexed | 2025-11-14T07:01:12Z |
| format | Conference Paper |
| id | curtin-20.500.11937-12869 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:01:12Z |
| publishDate | 2012 |
| publisher | IEEE |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-128692018-05-10T03:25:10Z A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control Ferrante, A. Ntogramatzidis, Lorenzo Jay A. Farrel standards difference equations indexes eigenvalues and eigenfunctions Riccati equations 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 a number of iteration steps equal to the nilpotency index of the closed-loop, from another part that can be computed by iterating a reduced-order Riccati difference equation. 2012 Conference Paper http://hdl.handle.net/20.500.11937/12869 10.1109/CDC.2012.6426104 IEEE fulltext |
| spellingShingle | standards difference equations indexes eigenvalues and eigenfunctions Riccati equations Ferrante, A. Ntogramatzidis, Lorenzo A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control |
| title | A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control |
| title_full | A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control |
| title_fullStr | A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control |
| title_full_unstemmed | A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control |
| title_short | A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control |
| title_sort | reduction technique for generalised riccati difference equations arising in linear-quadratic optimal control |
| topic | standards difference equations indexes eigenvalues and eigenfunctions Riccati equations |
| url | http://hdl.handle.net/20.500.11937/12869 |