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

DOI10.1109/TAC.1980.1102434zbMATH Open0456.49010MaRDI QIDQ3906016FDOQ3906016

Authors:

Publication date: 1980

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

Control problems for functional-differential equations (34K35) Discrete version of topics in analysis (39A12) Hamilton-Jacobi theories (49L99) Discrete approximations in optimal control (49M25) Sampled-data control/observation systems (93C57) Existence theories in calculus of variations and optimal control (49J99)

Cited In (94)

Rate of stability of solutions of matrix polynomial and quadratic equations
Robust control of a distillation column
Hermitian solutions of the discrete-time algebraic Riccati equation
On computing the stabilizing solution of the discrete-time Riccati equation
Continuous and discrete-time Riccati theory: A Popov-function approach
Normal forms of symplectic pencils and the discrete-time algebraic Riccati equation
Matrix bounds of the discrete ARE solution
Positive and negative solutions of dual Riccati equations by matrix sign function iteration
State-space approach to discrete-time,_ℋ∞control
Linear quadratic optimal control for discrete descriptor systems
A characterization of solutions of the discrete-time algebraic Riccati equation based on quadratic difference forms
An iterative algorithm for the solution of the discrete-time algebraic Riccati equation
On computing the eigenvalues of a symplectic pencil
Transformations between discrete-time and continuous-time algebraic Riccati equations
On parameter dependence of solutions of algebraic Riccati equations
HMDR and FMDR algorithms for the generalized eigenvalue problem
Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
Construction and parameterization of all static and dynamic \(H_2\)-optimal state feedback solutions for discrete-time systems
A systolic algorithm for Riccati and Lyapunov equations
On the numerical solution of large-scale sparse discrete-time Riccati equations
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The linear-quadratic optimal regulator for descriptor systems: Discrete- time case
Computational algorithms for linear control systems: a brief survey
Solutions of higher-order Riccati-type matrix equations
A survey of spectral factorization methods
The linear quadratic regulator for periodic hybrid systems
Linear-quadratic mean field control: the invariant subspace method
Geometric multiscale decompositions of dynamic low-rank matrices
Backward error for the discrete-time algebraic Riccati equation
Theoretical developments in discrete-time control
Condition numbers of algebraic Riccati equations in the Frobenius norm
Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis
Parallel algorithms for algebraic Riccati equations
Discrete (J,J′)-lossless factorization
A generalized structured doubling algorithm for the numerical solution of linear quadratic optimal control problems
Discrete-time Riccati equations in open-loop Nash and Stackelberg games.
\((J,J')\)-spectral factorization and conjugation for discrete-time descriptor system
Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
On Hamiltonian and symplectic Hessenberg forms
Hermitian solutions of the discrete algebraic Riccati equation
On the semigroup of standard symplectic matrices and its applications
An efficient LQR design for discrete-time linear periodic system based on a novel lifting method
A spectral factorization algorithm for discrete-time descriptor systems via generalized eigenproblems
The symplectic eigenvalue problem, the butterfly form, the SR algorithm, and the Lanczos method
Two-Riccati formulae for the discrete-time H^∞-control problem
The discrete time parametric mixed sensitivity problem
Approximation of discrete-time LQG compensators for distributed systems with boundary input and unbounded measurement
Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations
Covariance bounds for discrete-time linear systems with time-varying parameter uncertainty
On equivalence of pencils from discrete-time and continuous-time control
Stable hermitian solutions of discrete algebraic Riccati equations
Smoothing of adaptive eigenvector extraction in nested orthogonal complement structure with minimum disturbance principle
A new method for computing the closed-loop eigenvalues of a discrete-time algebraic Riccati equation
Relationship between three discrete-time H ^∞ algebraic Riccati equation solutions
A generalized structure-preserving doubling algorithm for generalized discrete-time algebraic Riccati equations
An efficient and stable structure preserving algorithm for computing the eigenvalues of a Hamiltonian matrix
Robust stabilizability of discrete-time systems with normalized stable factor perturbation
On the solution of the rational matrix equation \(X=Q+LX^{ - 1}L^{T}\)
Optimal target criteria for stabilization policy
Estimation for boundary-value descriptor systems
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
Solution of the singularly perturbed matrix difference Riccati equation
An efficient algorithm for periodic Riccati equation with periodically time-varying input matrix
\(SR\) and \(SZ\) algorithms for the symplectic (butterfly) eigenproblem
Doubling algorithm for continuous-time algebraic Riccati equation
A step toward a unified treatment of continuous and discrete time control problems
Pole assignment for uncertain systems in a specified disk by output feedback
Square indefinite LQ-problem: Existence of a unique solution
On the geometry of symplectic pencils arising from discrete-time matrix equations
Computational Experience with a Modified Newton Solver for Discrete-Time Algebraic Riccati Equations
An iterative block-diagonalization procedure for decentralized optimal control
Distributional Robustness in Minimax Linear Quadratic Control with Wasserstein Distance
The design of output regulators for discrete-time linear systems by projective controls
A core-chasing symplectic QR algorithm
Nonrecursive solution for the discrete algebraic Riccati equation and \(X + \mathcal A^\ast X^{-1}\mathcal A=L\)
Adaptive control design under structured model information limitation: a cost-biased maximum-likelihood approach
Fault-tolerant cooperative output regulation for multi-vehicle systems with sensor faults
Four extremal solutions of discrete-time algebraic Riccati equations: existence theorems and computation
Inheritance properties of the conjugate discrete-time algebraic Riccati equation
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SySCoRe: Synthesis via Stochastic Coupling Relations
A superposition principle for the Kalman filter
Backward error analysis for eigenproblems involving conjugate symplectic matrices
Towards a link between the factorization approach and MIMO robust adaptive control
Determination of steady state behavior for periodic discrete filtering problems
Quadratic optimal fault tolerant control on wireless networked control systems for real-time industrial applications
Simple method for solving the constant gains of Kalman filters with single output
Performance metric and analytical gain optimality for set-based robust fault detection
Observer design of singularly perturbed discrete systems via time-scale decomposition approach
Discrete-time optimal regulator with closed-loop poles in a prescribed region
Optimal control of discrete-time singularly perturbed systems
An accelerated technique for solving one type of discrete-time algebraic Riccati equations
ℋ_∞output feedback control for linear discrete time-varying systems via the bounded real lemma

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