The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II
In this paper we develop an analytic approach to the solution of a very general class of discrete finite horizon optimal control problems. This method hinges on a new decomposition of the so-called extended symplectic pencil. Interestingly, the results established in this paper hold under assumption...
| Main Authors: | , |
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| Format: | Conference Paper |
| Published: |
IEEE
2012
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/9940 |