The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I

The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I

A geometric analysis is used to study the relationship existing between the solutions of the generalised Riccati equation arising from the classic infinite-horizon linear quadratic (LQ) control problem and the output-nulling and reachability subspaces of the underlying system. This analysis reveals...

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Bibliographic Details
Main Authors: Ferrante, A., Ntogramatzidis, Lorenzo
Other Authors: Jay A. Farrel
Format: Conference Paper
Published: IEEE 2012
Subjects:
linea matrix inequalities
difference equations
symmetric matrices
optimal control
closed loop systems
Riccati equations
Online Access:http://hdl.handle.net/20.500.11937/3640

Internet

http://hdl.handle.net/20.500.11937/3640

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