On the numerical solution of the discrete-time algebraic Riccati equation

From MaRDI portal
Publication:3906016


DOI10.1109/TAC.1980.1102434zbMath0456.49010MaRDI QIDQ3906016

No author found.

Publication date: 1980

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)


93C57: Sampled-data control/observation systems

34K35: Control problems for functional-differential equations

39A12: Discrete version of topics in analysis

49M25: Discrete approximations in optimal control

49L99: Hamilton-Jacobi theories

49J99: Existence theories in calculus of variations and optimal control


Related Items

Discrete (J,J′)-lossless factorization, Covariance bounds for discrete-time linear systems with time-varying parameter uncertainty, Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations, Optimal control of discrete-time singularly perturbed systems, A survey of spectral factorization methods, Hermitian solutions of the discrete-time algebraic Riccati equation, A generalized structure-preserving doubling algorithm for generalized discrete-time algebraic Riccati equations, Relationship between three discrete-time H algebraic Riccati equation solutions, Normal forms of symplectic pencils and the discrete-time algebraic Riccati equation, On Hamiltonian and symplectic Hessenberg forms, On equivalence of pencils from discrete-time and continuous-time control, The linear-quadratic optimal regulator for descriptor systems: Discrete- time case, Linear quadratic optimal control for discrete descriptor systems, A new method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation, On parameter dependence of solutions of algebraic Riccati equations, HMDR and FMDR algorithms for the generalized eigenvalue problem, Approximation of discrete-time LQG compensators for distributed systems with boundary input and unbounded measurement, A systolic algorithm for Riccati and Lyapunov equations, Stable hermitian solutions of discrete algebraic Riccati equations, On computing the stabilizing solution of the discrete-time Riccati equation, An iterative algorithm for the solution of the discrete-time algebraic Riccati equation, On computing the eigenvalues of a symplectic pencil, Positive and negative solutions of dual Riccati equations by matrix sign function iteration, Matrix bounds of the discrete ARE solution, \(SR\) and \(SZ\) algorithms for the symplectic (butterfly) eigenproblem, Discrete-time Riccati equations in open-loop Nash and Stackelberg games., The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method, Continuous and discrete-time Riccati theory: A Popov-function approach, A spectral factorization algorithm for discrete-time descriptor systems via generalized eigenproblems, Construction and parameterization of all static and dynamic \(H_2\)-optimal state feedback solutions for discrete-time systems, Backward error for the discrete-time algebraic Riccati equation, Rate of stability of solutions of matrix polynomial and quadratic equations, An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix, A block iterative algorithm of the continuous Riccati equation in the optimal shape control, The precise integration of the Riccati equation and its application in the optimal shape control, On the geometry of symplectic pencils arising from discrete-time matrix equations, Condition numbers of algebraic Riccati equations in the Frobenius norm, Determination of steady state behavior for periodic discrete filtering problems, Estimation for boundary-value descriptor systems, Theoretical developments in discrete-time control, On the semigroup of standard symplectic matrices and its applications, A step toward a unified treatment of continuous and discrete time control problems, Transformations between discrete-time and continuous-time algebraic Riccati equations, A characterization of solutions of the discrete-time algebraic Riccati equation based on quadratic difference forms, A superposition principle for the Kalman filter, \((J,J')\)-spectral factorization and conjugation for discrete-time descriptor system, Pole assignment for uncertain systems in a specified disk by output feedback, Square indefinite LQ-problem: Existence of a unique solution, output feedback control for linear discrete time-varying systems via the bounded real lemma, Towards a link between the factorization approach and MIMO robust adaptive control, Observer design of singularly perturbed discrete systems via time-scale decomposition approach, An iterative block-diagonalization procedure for decentralized optimal control, Solutions of higher-order Riccati-type matrix equations, Unnamed Item, Robust stabilizability of discrete-time systems with normalized stable factor perturbation, Computational algorithms for linear control systems: a brief survey, The design of output regulators for discrete-time linear systems by projective controls, Hermitian solutions of the discrete algebraic Riccati equation, Simple method for solving the constant gains of Kalman filters with single output, Discrete-time optimal regulator with closed-loop poles in a prescribed region, Doubling algorithm for continuous-time algebraic Riccati equation, State-space approach to discrete-time,ℋ∞control, Parallel algorithms for algebraic Riccati equations, The discrete time parametric mixed sensitivity problem, Solution of the singularly perturbed matrix difference Riccati equation, Two-Riccati formulae for the discrete-time H-control problem, Unnamed Item