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...
| Main Authors: | , |
|---|---|
| Format: | Journal Article |
| Published: |
Pergamon
2013
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/40052 |
| _version_ | 1848755761313742848 |
|---|---|
| author | Ferrante, A. Ntogramatzidis, Lorenzo |
| author_facet | Ferrante, A. Ntogramatzidis, Lorenzo |
| author_sort | Ferrante, A. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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 generalised Riccati equation and the output-nulling subspaces of the underlying system and the corresponding reachability subspaces. This analysis reveals the presence of a subspace that plays an important role in the solution of the related optimal control problem, which is reflected in the generalised eigenstructure of the corresponding extended symplectic pencil. In establishing the main results of this paper, several ancillary problems on the discrete Lyapunov equation and spectral factorisation are also addressed and solved. |
| first_indexed | 2025-11-14T09:01:26Z |
| format | Journal Article |
| id | curtin-20.500.11937-40052 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T09:01:26Z |
| publishDate | 2013 |
| publisher | Pergamon |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-400522019-02-19T04:27:56Z The generalised discrete algebraic Riccati equation in linear-quadratic optimal control Ferrante, A. Ntogramatzidis, Lorenzo LQ optimal control Reachability subspaces Generalised discrete algebraic Riccati equation Output-nulling subspaces 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 generalised Riccati equation and the output-nulling subspaces of the underlying system and the corresponding reachability subspaces. This analysis reveals the presence of a subspace that plays an important role in the solution of the related optimal control problem, which is reflected in the generalised eigenstructure of the corresponding extended symplectic pencil. In establishing the main results of this paper, several ancillary problems on the discrete Lyapunov equation and spectral factorisation are also addressed and solved. 2013 Journal Article http://hdl.handle.net/20.500.11937/40052 10.1016/j.automatica.2012.11.006 Pergamon fulltext |
| spellingShingle | LQ optimal control Reachability subspaces Generalised discrete algebraic Riccati equation Output-nulling subspaces Ferrante, A. Ntogramatzidis, Lorenzo The generalised discrete algebraic Riccati equation in linear-quadratic optimal control |
| title | The generalised discrete algebraic Riccati equation in linear-quadratic optimal control |
| title_full | The generalised discrete algebraic Riccati equation in linear-quadratic optimal control |
| title_fullStr | The generalised discrete algebraic Riccati equation in linear-quadratic optimal control |
| title_full_unstemmed | The generalised discrete algebraic Riccati equation in linear-quadratic optimal control |
| title_short | The generalised discrete algebraic Riccati equation in linear-quadratic optimal control |
| title_sort | generalised discrete algebraic riccati equation in linear-quadratic optimal control |
| topic | LQ optimal control Reachability subspaces Generalised discrete algebraic Riccati equation Output-nulling subspaces |
| url | http://hdl.handle.net/20.500.11937/40052 |