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

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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

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