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

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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

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