On computing the stabilizing solution of the discrete-time Riccati equation
نویسندگان
چکیده
منابع مشابه
The Descriptor Discrete–time Riccati Equation: Numerical Solution and Applications∗
We investigate the numerical solution of a descriptor type discrete–time Riccati equation and give its main applications in several key problems in robust control formulated under very general hypotheses: rank compression (squaring down) of improper or polynomial systems with L∞–norm preservation, (J, J ′)–spectral and (J, J ′)–lossless factorizations of a completely general discrete–time syste...
متن کاملOn the Discrete-Time Algebraic Riccati Equation and Its Solution in Closed-Form
Abstract: In the present paper we obtain a closed-form solution for the class of discrete-time algebraic Riccati equations (DTARE), whenever the eigenvalues of the A matrix are distinct. The obtained closed-form solution gives insight on issues such as loss of controllability and it might also prove comparable in terms of numerical precision over current solving algorithms. We also consider fur...
متن کاملStabilizing solution and parameter dependence of modified Algebraic Riccati Equation with application to discrete-time input-saturated network synchronization
This technical note deals with a modified algebraic Riccati equation (MARE) and its corresponding inequality and difference equation, which arise in modified optimal control and filtering problems and are introduced into the cooperative control problems recently. The stabilizing property of the solution to MARE is presented. Then, the uniqueness is proved for the almost stabilizing and positive...
متن کاملSolutions of the Riccati equation for H Discrete Time Systems
Let H and Y be separable Hilbert spaces, and U finite dimensional. Let A ∈ L(H), B ∈ L(U,H), C ∈ L(H,Y ), D ∈ L(U, Y ), and suppose that the open loop transfer function D(z) := D+zC(I−zA)B ∈ H(D;L(U, Y )), where D is the open unit disk. We consider a subset of self adjoint solutions P of the discrete time algebraic operator Riccati equation (DARE) APA− P + CJC = K PΛPKP , ΛP = D JD +BPB...
متن کاملIntervals of solutions of the discrete-time algebraic Riccati equation
If two solutions Y ≤ Z of the DARE are given then the set of solutions X with Y ≤ X ≤ Z can be parametrized by invariant subspaces of the closed loop matrix corresponding to Y . The paper extends the geometric theory of Willems from the continuous-time to the discrete-time ARE making the weakest possible assumptions.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1992
ISSN: 0024-3795
DOI: 10.1016/0024-3795(92)90071-h