Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circle

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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...

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Bibliographic Details
Main Authors:	Ferrante, A., Ntogramatzidis, Lorenzo
Format:	Journal Article
Published:	2018
Online Access:	http://purl.org/au-research/grants/arc/DP160104994 http://hdl.handle.net/20.500.11937/67233

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