On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation

被引：0

作者：

Ntogramatzidis, Lorenzo ^{[1
]}

Ferrante, Augusto ^{[2
]}

机构：

[1] Curtin Univ, Dept Math & Stat, Perth, WA, Australia

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

来源：

2016 EUROPEAN CONTROL CONFERENCE (ECC) | 2016年

关键词：

REDUCTION; 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：

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.

引用

页码：1383 / 1388

页数：6

共 50 条

[1] The discrete-time generalized algebraic Riccati equation: Order reduction and solutions' structure
Ntogramatzidis, Lorenzo
Ferrante, Augusto
[J]. SYSTEMS & CONTROL LETTERS, 2015, 75 : 84 - 93
[2] Hermitian solutions of the discrete-time algebraic Riccati equation
Wimmer, HK
[J]. INTERNATIONAL JOURNAL OF CONTROL, 1996, 63 (05) : 921 - 936
[3] UNMIXED SOLUTIONS OF THE DISCRETE-TIME ALGEBRAIC RICCATI EQUATION
WIMMER, HK
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1992, 30 (04) : 867 - 878
[4] Intervals of solutions of the discrete-time algebraic Riccati equation
Wimmer, HK
[J]. SYSTEMS & CONTROL LETTERS, 1999, 36 (03) : 207 - 212
[5] STRONG SOLUTIONS OF THE DISCRETE-TIME ALGEBRAIC RICCATI EQUATION
WIMMER, HK
[J]. SYSTEMS & CONTROL LETTERS, 1989, 13 (05) : 455 - 457
[6] DISCRETE-TIME ALGEBRAIC RICCATI EQUATION
PAYNE, HJ
SILVERMAN, LM
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1973, AC18 (03) : 226 - 234
[7] The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation
Zhang, Liangyin
Chen, Michael Z. Q.
Li, Chanying
[J]. INTERNATIONAL JOURNAL OF CONTROL, 2017, 90 (07) : 1371 - 1388
[8] Existence and uniqueness of unmixed solutions of the discrete-time algebraic Riccati equation
Clements, DJ
Wimmer, HK
[J]. SYSTEMS & CONTROL LETTERS, 2003, 50 (05) : 343 - 346
[9] Residual bounds of approximate solutions of the discrete-time algebraic Riccati equation
Sun, JG
[J]. NUMERISCHE MATHEMATIK, 1998, 78 (03) : 463 - 478
[10] Residual bounds of approximate solutions of the discrete-time algebraic Riccati equation
Ji-guang Sun
[J]. Numerische Mathematik, 1998, 78 : 463 - 478

← 1 2 3 4 5 →