Explicit solution for a class of discrete-time algebraic Riccati equations

DOI10.1002/ASJC.511zbMATH Open1327.93256OpenAlexW1925257596MaRDI QIDQ3454367FDOQ3454367

Alejandro J. Rojas

Publication date: 24 November 2015

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/127561

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zbMATH Keywords

linear systemsoptimal controldiscrete-time algebraic Riccati equation

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• Guest Editorial Special Issue on Networked Control Systems
• On the Structure of the Solutions of Discrete-Time Algebraic Riccati Equation With Singular Closed-Loop Matrix
• Feedback Stabilization Over Signal-to-Noise Ratio Constrained Channels
• Explicit solution to the singular discrete-time stationary linear filtering problem
• Limiting performance of optimal linear filters
• Minimum Variance Control Over a Gaussian Communication Channel
• Closed-form solution for a class of continuous-time algebraic Riccati equations

Cited In (15)

• Optimal Tracking for State-Dependent Coefficient Factorized Nonlinear Systems
• On the discrete and continuous time infinite-dimensional algebraic Riccati equations
• On the maximal solution of the conjugate discrete-time algebraic Riccati equation
• Existence of positive-definite and semidefinite solutions of discrete-time algebraic Riccati equations
• Transformations between discrete-time and continuous-time algebraic Riccati equations
• Closed-form solution for a class of continuous-time algebraic Riccati equations
• Existence of unmixed solutions of the discrete-time algebraic Riccati equation and a nonstrictly bounded real lemma
• Precise solution of the algebraic Riccati equation for one-input relaxation systems
• New Upper Matrix Bounds with Power Form for the Solution of the Continuous Coupled Algebraic Riccati Matrix Equation
• Refined upper solution bound of the continuous coupled algebraic Riccati equation
• A reduction technique for discrete generalized algebraic and difference Riccati equations
• Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations
• An accelerated technique for solving one type of discrete-time algebraic Riccati equations
• Title not available (Why is that?)
• Title not available (Why is that?)

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