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 |
| _version_ | 1848754987949096960 |
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| author | Ntogramatzidis, Lorenzo Ferrante, Augusto |
| author_facet | Ntogramatzidis, Lorenzo Ferrante, Augusto |
| author_sort | Ntogramatzidis, Lorenzo |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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-order discrete-time algebraic Riccati equation with non-singular associated closed-loop matrix, or a symmetric Stein equation. |
| first_indexed | 2025-11-14T08:49:09Z |
| format | Conference Paper |
| id | curtin-20.500.11937-37225 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:49:09Z |
| publishDate | 2016 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-372252017-01-30T14:00:36Z On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation Ntogramatzidis, Lorenzo Ferrante, Augusto 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-order discrete-time algebraic Riccati equation with non-singular associated closed-loop matrix, or a symmetric Stein equation. 2016 Conference Paper http://hdl.handle.net/20.500.11937/37225 restricted |
| spellingShingle | Ntogramatzidis, Lorenzo Ferrante, Augusto On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation |
| title | On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation |
| title_full | On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation |
| title_fullStr | On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation |
| title_full_unstemmed | On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation |
| title_short | On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation |
| title_sort | on the structure of the solutions of the constrained generalized discrete-time algebraic riccati equation |
| url | http://hdl.handle.net/20.500.11937/37225 |