Generalized Discrete-Time Riccati Theory

DOI10.1137/S0363012994261823MaRDI QIDQ4876720zbMATH OpenOpenAlexFDO

Authors Vlad Ionescu, Cristian Oară

Publication date 16 February 1997

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012994261823

zbMATH Keywords

discrete-time algebraic Riccati equationsextended Hamiltonian pencilproper deflating subspaces

Mathematics Subject Classification ID

Matrix pencils (15A22) Matrix equations and identities (15A24) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Linear-quadratic optimal control problems (49N10) Discrete-time control/observation systems (93C55) Stabilization of systems by feedback (93D15)

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• An improved algorithm for the computation of structural invariants of a system pencil and related geometric aspects
• Generalized discrete-time Popov-Yakubovich theory
• Stabilizing solution to the reverse discrete-time Riccati equation: A matrix-pencil-based approach
• Generalized continuous-time Riccati theory
• A step toward a unified treatment of continuous and discrete time control problems
• The generalised discrete algebraic Riccati equation in linear-quadratic optimal control
• The time-varying discrete four block Nehari problem: A generalized Popov-Yakubovich type approach
• The extended generalized distance problem in discrete time
• General matrix pencil techniques for the solution of algebraic Riccati equations: a unified approach
• Reduction of discrete algebraic Riccati equations: elimination of generalized eigenvalues on the unit circle
• Properties of some global solutions to the discrete-time riccati equation associated to a contracting input-output operator
• Discrete-time counterparts of the RL and RC multipliers
• Generalized solutions of Riccati equalities and inequalities

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