A NON-RECURSIVE METHOD FOR SOLVING THE GENERAL DISCRETE-TIME RICCATI EQUATIONS RELATED TO THE Ha CONTROL PROBLEM
نویسنده
چکیده
In this paper we propose a nonrecursive method for solving the general discrete-time algebraic Riccati equation related to the Hm control problem (Hm-DARE). We have achieved this by casting the problem of solving a given H,-DARE to the problem of solving an auxiliary continuous-time algebraic Riccati equation associated with the H , control problem (Hm-CARE) for which the well known nonrecursive methods of solving are available. The advantages of our approach are: it reduces the computation involved in the recursive algorithms while giving much more accurate solutions, and it readily provides the properties of the general Hm-DARE.
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