Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circle
The purpose of this paper is to introduce a two-stage procedure that can be used to decompose a discrete-time algebraic Riccati equation into a trivial part, a part that is entirely arbitrary, and a part that can be obtained by computing the set of solutions of a reduced-order Riccati equation whose...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
2018
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| Online Access: | http://purl.org/au-research/grants/arc/DP160104994 http://hdl.handle.net/20.500.11937/67233 |
| _version_ | 1848761512018051072 |
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| author | Ferrante, A. Ntogramatzidis, Lorenzo |
| author_facet | Ferrante, A. Ntogramatzidis, Lorenzo |
| author_sort | Ferrante, A. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | The purpose of this paper is to introduce a two-stage procedure that can be used to decompose a discrete-time algebraic Riccati equation into a trivial part, a part that is entirely arbitrary, and a part that can be obtained by computing the set of solutions of a reduced-order Riccati equation whose associated symplectic pencil has no generalized eigenvalues on the unit circle. |
| first_indexed | 2025-11-14T10:32:51Z |
| format | Journal Article |
| id | curtin-20.500.11937-67233 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T10:32:51Z |
| publishDate | 2018 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-672332022-10-27T06:52:50Z Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circle Ferrante, A. Ntogramatzidis, Lorenzo The purpose of this paper is to introduce a two-stage procedure that can be used to decompose a discrete-time algebraic Riccati equation into a trivial part, a part that is entirely arbitrary, and a part that can be obtained by computing the set of solutions of a reduced-order Riccati equation whose associated symplectic pencil has no generalized eigenvalues on the unit circle. 2018 Journal Article http://hdl.handle.net/20.500.11937/67233 10.7153/oam-2018-12-11 http://purl.org/au-research/grants/arc/DP160104994 restricted |
| spellingShingle | Ferrante, A. Ntogramatzidis, Lorenzo Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circle |
| title | Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circle |
| title_full | Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circle |
| title_fullStr | Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circle |
| title_full_unstemmed | Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circle |
| title_short | Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circle |
| title_sort | reduction of discrete algebraic riccati equations: elimination of generalized eigenvalues on the unit circle |
| url | http://purl.org/au-research/grants/arc/DP160104994 http://hdl.handle.net/20.500.11937/67233 |