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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| Format: | Conference Paper |
| Published: |
IEEE
2012
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| Online Access: | http://hdl.handle.net/20.500.11937/3640 |
| _version_ | 1848744286576705536 |
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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 | 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 the presence of a subspace that plays a crucial role in the solution of the related optimal control problem. |
| first_indexed | 2025-11-14T05:59:03Z |
| format | Conference Paper |
| id | curtin-20.500.11937-3640 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T05:59:03Z |
| publishDate | 2012 |
| publisher | IEEE |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-36402017-09-13T16:04:15Z The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I Ferrante, A. Ntogramatzidis, Lorenzo Jay A. Farrel linea matrix inequalities difference equations symmetric matrices optimal control closed loop systems Riccati equations 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 the presence of a subspace that plays a crucial role in the solution of the related optimal control problem. 2012 Conference Paper http://hdl.handle.net/20.500.11937/3640 10.1109/CDC.2012.6426833 IEEE fulltext |
| spellingShingle | linea matrix inequalities difference equations symmetric matrices optimal control closed loop systems Riccati equations Ferrante, A. Ntogramatzidis, Lorenzo The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I |
| title | The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I |
| title_full | The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I |
| title_fullStr | The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I |
| title_full_unstemmed | The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I |
| title_short | The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I |
| title_sort | generalised discrete algebraic riccati equation arising in lq optimal control problems: part i |
| topic | linea matrix inequalities difference equations symmetric matrices optimal control closed loop systems Riccati equations |
| url | http://hdl.handle.net/20.500.11937/3640 |