ORDER REDUCTION OF DISCRETE-TIME ALGEBRAIC RICCATI EQUATIONS WITH SINGULAR CLOSED LOOP MATRIX

被引：0

作者：

Ferrante, Augusto ^{[1
]}

Wimmer, Harald K. ^{[2
]}

机构：

[1] Univ Padua, Dipartimento Ingn Informaz, I-35131 Padua, Italy

[2] Univ Wurzburg, Math Inst, D-97074 Wurzburg, Germany

来源：

OPERATORS AND MATRICES | 2007年 / 1卷 / 01期

关键词：

Discrete-time algebraic Riccati equation; closed loop matrix; symplectic matrix pencil; deflating subspaces; order reduction;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We study the general discrete-time algebraic Riccati equation and deal with the case where the closed loop matrix corresponding to an arbitrary solution is singular. In this case the extended symplectic pencil associated with the DARE has 0 as a characteristic root and the corresponding spectral deflating subspace gives rise to a subspace where all solutions of the DARE coincide. This allows for a reduction of the original DARE to an equation of smaller size.

引用

页码：61 / 70

页数：10

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