A reduction technique for discrete generalized algebraic and difference Riccati equations

DOI10.1080/03081087.2013.834056zbMath1302.93058arXiv1305.5311OpenAlexW2156610802MaRDI QIDQ2929485

Lorenzo Ntogramatzidis, Augusto Ferrante

Publication date: 12 November 2014

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

Full work available at URL: https://arxiv.org/abs/1305.5311

zbMATH Keywords

generalized discrete algebraic Riccati equationfinite-horizon LQ problemextended symplectic pencilgeneralized Riccati difference equation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Matrix equations and identities (15A24) System structure simplification (93B11) Linear optimal control problems (49N05)

Related Items (4)

The discrete-time generalized algebraic Riccati equation: order reduction and solutions' structure ⋮ Tracking control for the dynamic links of discrete-time complex dynamical network via state observer ⋮ Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control ⋮ A note on finite-horizon LQ problems with indefinite cost

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