On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation
This paper introduces a new decomposition of the constrained generalized discrete-time algebraic Riccati equation arising in linear quadratic optimal control problems into two parts: the first part is an explicit expression which is common to all solutions. The second part can be either a reduced-or...
| Main Authors: | , |
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| Format: | Conference Paper |
| Published: |
2016
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| Online Access: | http://hdl.handle.net/20.500.11937/37225 |