The discrete-time generalized algebraic Riccati equation: Order reduction and solutions’ structure
In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X=X0+Δ of each solution X: The first part is trivial, in the sense that i...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
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2015
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/44957 |