The generalised discrete algebraic Riccati equation in linear-quadratic optimal control

The generalised discrete algebraic Riccati equation in linear-quadratic optimal control

This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the classic infinite-horizon linear quadratic (LQ) control problem. In particular, a geometric analysis is used to study the relationship existing between the solutions of the...

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Bibliographic Details
Main Authors: Ferrante, A., Ntogramatzidis, Lorenzo
Format: Journal Article
Published: Pergamon 2013
Subjects:
LQ optimal control
Reachability subspaces
Generalised discrete algebraic Riccati equation
Output-nulling subspaces
Online Access:http://hdl.handle.net/20.500.11937/40052

Internet

http://hdl.handle.net/20.500.11937/40052

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