This paper introduces a new decomposition of the constrained generalized discrete-time algebraic Riccati equation arising in linear quadratic optimal control problems into two parts: the first part is an explicit expression which is common to all solutions. The second part can be either a reduced-order discrete-time algebraic Riccati equation with non-singular associated closed-loop matrix, or a symmetric Stein equation.
On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation
FERRANTE, AUGUSTO
2016
Abstract
This paper introduces a new decomposition of the constrained generalized discrete-time algebraic Riccati equation arising in linear quadratic optimal control problems into two parts: the first part is an explicit expression which is common to all solutions. The second part can be either a reduced-order discrete-time algebraic Riccati equation with non-singular associated closed-loop matrix, or a symmetric Stein equation.File in questo prodotto:
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