A reduction technique for discrete generalized algebraic and difference Riccati equations

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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...

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Bibliographic Details
Main Authors:	Ferrante, A., Ntogramatzidis, Lorenzo
Format:	Journal Article
Published:	Taylor & Francis 2013
Subjects:	finite-horizon LQ problem extended symplectic pencil generalized discrete algebraic Riccati equation generalized Riccati difference equation
Online Access:	http://hdl.handle.net/20.500.11937/9318

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