Linear quadratic regulation for discrete-time systems with input delay: spectral factorization approach

DOI10.1007/s11424-008-9065-2zbMath1172.49023OpenAlexW2024554579MaRDI QIDQ1031964

Chenghui Zhang, Hongguo Zhao, Hong-Xia Wang, Huan-Shui Zhang

Publication date: 23 October 2009

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-008-9065-2

zbMATH Keywords

spectral factorizationDiophantine equationinfinite-horizon LQRreorganized innovationstochastic backwards systems

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items

Linear quadratic regulation for discrete-time antilinear systems: an anti-Riccati matrix equation approach, A fully probabilistic design for stochastic systems with input delay

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