On computing the stabilizing solution of a class of discrete‐time periodic Riccati equations

DOI10.1002/rnc.3131zbMath1312.93068OpenAlexW1575359659MaRDI QIDQ5254128

Vasile Dragan, Samir Aberkane, Ivan Ganchev Ivanov

Publication date: 8 June 2015

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.3131

zbMATH Keywords

indefinite signperiodic Riccati equationsiterative computation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Periodic solutions of difference equations (39A23)

Related Items

Periodic solutions for feedback control coupled systems on networks, The iterative solution to discrete-time \(H_\infty\) control problems for periodic systems, The iterative solution to LQ zero-sum stochastic differential games

Cites Work

• Unnamed Item
• Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems
• Time-varying discrete linear systems: input-output operators; Riccati equations; disturbance attenuation
• Infinite horizon disturbance attenuation for discrete-time systems. A Popov-Yakubovich approach
• Differential periodic Riccati equations: Existence and uniqueness of nonnegative definite solutions
• Matrix Riccati equations in control and systems theory
• Properties of the solutions of rational matrix difference equations
• A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control
• On solving periodic Riccati equations
• Numerical solution of the discrete-time periodic Riccati equation
• Computing the Positive Stabilizing Solution to Algebraic Riccati Equations With an Indefinite Quadratic Term via a Recursive Method
• Linear time varying systems and sampled-data systems