The discrete-time generalized algebraic Riccati equation: Order reduction and solutions’ structure

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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...

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Bibliographic Details
Main Authors:	Ntogramatzidis, Lorenzo, Ferrante, A.
Format:	Journal Article
Published:	undefined 2015
Subjects:	Generalized Riccati equations
Online Access:	http://hdl.handle.net/20.500.11937/44957

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