A reduction technique for discrete generalized algebraic and difference Riccati equations
This paper proposes a reduction technique for the generalized Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalized discrete algebraic Riccati equation. In particular, an analysis on the eigenstructure of the corresponding e...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
Taylor & Francis
2013
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/9318 |