The Generalised Discrete Algebraic Riccati Equation arising in LQ optimal control problems: Part I

被引：0

作者：

Ferrante, Augusto ^{[1
]}

Ntogramatzidis, Lorenzo

机构：

[1] Univ Padua, Dipartimento Ingn Informaz, Via Gradenigo 6-B, I-35131 Padua, Italy

来源：

2012 IEEE 51ST ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC) | 2012年

基金：

澳大利亚研究理事会;

关键词：

SYSTEMS;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A geometric analysis is used to study the relationship existing between the solutions of the generalised Riccati equation arising from the classic infinite-horizon linear quadratic (LQ) control problem and the output-nulling and reachability subspaces of the underlying system. This analysis reveals the presence of a subspace that plays a crucial role in the solution of the related optimal control problem.

引用

页码：6394 / 6399

页数：6

共 50 条

[1] The Generalised Discrete Algebraic Riccati Equation arising in LQ optimal control problems: Part II
Ferrante, Augusto
Ntogramatzidis, Lorenzo
[J]. 2012 IEEE 51ST ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2012, : 6400 - 6405
[2] The generalised discrete algebraic Riccati equation in linear-quadratic optimal control
Ferrante, Augusto
Ntogramatzidis, Lorenzo
[J]. AUTOMATICA, 2013, 49 (02) : 471 - 478
[3] On the geometry of the continuous-time generalized algebraic Riccati equation arising in LQ optimal control
Ferrante, Augusto
Ntogramatzidis, Lorenzo
[J]. 2015 EUROPEAN CONTROL CONFERENCE (ECC), 2015, : 1813 - 1817
[4] Numerical Algorithms of the Discrete Coupled Algebraic Riccati Equation Arising in Optimal Control Systems
Wang, Li
[J]. MATHEMATICAL PROBLEMS IN ENGINEERING, 2020, 2020
[5] ALGEBRAIC RICCATI EQUATION ARISING IN BOUNDARY CONTROL-PROBLEMS
FLANDOLI, F
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1987, 25 (03) : 612 - 636
[6] On the solution of the Riccati differential equation arising from the LQ optimal control problem
Ntogramatzidis, Lorenzo
Ferrante, Augusto
[J]. SYSTEMS & CONTROL LETTERS, 2010, 59 (02) : 114 - 121
[7] The role of the generalised continuous algebraic Riccati equation in impulse-free continuous-time singular LQ optimal control
Ferrante, Augusto
Ntogramatzidis, Lorenzo
[J]. 2013 IEEE 52ND ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2013, : 6458 - 6462
[8] Exact decomposition of the algebraic Riccati equation of deterministic multimodeling optimal control problems
Coumarbatch, C
Gajic, Z
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2000, 45 (04) : 790 - 794
[9] The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control
Ferrante, Augusto
Ntogramatzidis, Lorenzo
[J]. AUTOMATICA, 2014, 50 (04) : 1176 - 1180
[10] The set of positive semidefinite solutions of the algebraic Riccati equation of discrete-time optimal control
Wimmer, HK
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1996, 41 (05) : 660 - 671

← 1 2 3 4 5 →