Stabilizing solution to the reverse discrete-time Riccati equation: A matrix-pencil-based approach (Q1816933): Difference between revisions
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Revision as of 20:30, 19 March 2024
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English | Stabilizing solution to the reverse discrete-time Riccati equation: A matrix-pencil-based approach |
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Stabilizing solution to the reverse discrete-time Riccati equation: A matrix-pencil-based approach (English)
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19 May 1997
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Necessary and sufficient conditions, in terms of the left-stable deflating subspace of an associated symplectic-matrix pencil, are obtained for the existence of a stabilizing solution to a particular type of algebraic Riccati equation related to the solution of the discrete-time two-block Nehari problem. Under an additional assumption, the stabilizing solution to the equation under consideration reduces to the antistabilizing one for the usual discrete-time Riccati equation. An algorithm for computing the stabilizing solution and explicit formulae for the solution of the Nehari problem are provided.
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\(H^ \infty\)-control
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stable deflating subspace
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symplectic-matrix pencil
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discrete-time two-block Nehari problem
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