Existence and uniqueness of unmixed solutions of the discrete-time algebraic Riccati equation

DOI10.1016/S0167-6911(03)00180-4MaRDI QIDQ2503552zbMATH OpenFDO

Authors Harald K. Wimmer, D. J. Clements

Publication date 21 September 2006

Published in Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Popov functionClosed-loop matrixDiscrete-time algebraic Riccati equationUnmixed solutions

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

Recommendations

• Unmixed Solutions of the Discrete-Time Algebraic Riccati Equation
• A Parametrization of Solutions of the Discrete-time Algebraic Riccati Equation Based on Pairs of Opposite Unmixed Solutions
• Hermitian solutions of the discrete-time algebraic Riccati equation
• Existence of unmixed solutions of the discrete-time algebraic Riccati equation and a nonstrictly bounded real lemma
• An existence and monotonicity theorem for the discrete algebraic matrix Riccati equation

Cites work

• scientific article; zbMATH DE number 3854899 (Why is no real title available?)
• scientific article; zbMATH DE number 683397 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• Existence of unmixed solutions of the discrete-time algebraic Riccati equation and a nonstrictly bounded real lemma
• Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems

Cited in

(10)

• A Parametrization of Solutions of the Discrete-time Algebraic Riccati Equation Based on Pairs of Opposite Unmixed Solutions
• The existence uniqueness and the fixed iterative algorithm of the solution for the discrete coupled algebraic Riccati equation
• A characterization of solutions of the discrete-time algebraic Riccati equation based on quadratic difference forms
• Existence of unmixed solutions of the discrete-time algebraic Riccati equation and a nonstrictly bounded real lemma
• Families of solutions of algebraic Riccati equations
• Existence of positive-definite and semidefinite solutions of discrete-time algebraic Riccati equations
• Escaping expectation traps: how much commitment is required?
• Unmixed Solutions of the Discrete-Time Algebraic Riccati Equation
• The discrete algebraic Riccati equation and Hermitian block Toeplitz matrices
• A unified approach to finite-horizon generalized LQ optimal control problems for discrete-time systems

This page was built for publication: Existence and uniqueness of unmixed solutions of the discrete-time algebraic Riccati equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2503552)