A new method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation

DOI10.1016/0024-3795(87)90342-9zbMath0649.65040OpenAlexW2084380046WikidataQ127754406 ScholiaQ127754406MaRDI QIDQ1105990

WenWei Lin

Publication date: 1987

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(87)90342-9

zbMATH Keywords

discrete-time algebraic Riccati equationclosed-loop eigenvaluesoptimal regulator problemorthogonal equivalence transformationsymplectic pencil

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24)

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