The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II

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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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Bibliographic Details
Main Authors:	Ferrante, A., Ntogramatzidis, Lorenzo
Other Authors:	Jay A. Farrel
Format:	Conference Paper
Published:	IEEE 2012
Subjects:	standards optimal control eigenvalues and eigenfunctions controllability Riccati equations
Online Access:	http://hdl.handle.net/20.500.11937/9940

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