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...
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| Format: | Conference Paper |
| Published: |
IEEE
2012
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| Online Access: | http://hdl.handle.net/20.500.11937/9940 |
| _version_ | 1848746094531444736 |
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| author | Ferrante, A. Ntogramatzidis, Lorenzo |
| author2 | Jay A. Farrel |
| author_facet | Jay A. Farrel Ferrante, A. Ntogramatzidis, Lorenzo |
| author_sort | Ferrante, A. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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 assumptions that are weaker than the ones considered in the literature so far. |
| first_indexed | 2025-11-14T06:27:47Z |
| format | Conference Paper |
| id | curtin-20.500.11937-9940 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:27:47Z |
| publishDate | 2012 |
| publisher | IEEE |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-99402017-09-13T16:04:16Z The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II Ferrante, A. Ntogramatzidis, Lorenzo Jay A. Farrel standards optimal control eigenvalues and eigenfunctions controllability Riccati equations 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 assumptions that are weaker than the ones considered in the literature so far. 2012 Conference Paper http://hdl.handle.net/20.500.11937/9940 10.1109/CDC.2012.6426829 IEEE fulltext |
| spellingShingle | standards optimal control eigenvalues and eigenfunctions controllability Riccati equations Ferrante, A. Ntogramatzidis, Lorenzo The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II |
| title | The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II |
| title_full | The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II |
| title_fullStr | The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II |
| title_full_unstemmed | The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II |
| title_short | The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II |
| title_sort | generalised discrete algebraic riccati equation arising in lq optimal control problems: part ii |
| topic | standards optimal control eigenvalues and eigenfunctions controllability Riccati equations |
| url | http://hdl.handle.net/20.500.11937/9940 |