On the discrete time algebraic Riccati equation

DOI10.1109/TAC.1973.1100280MaRDI QIDQ4052001zbMATH OpenOpenAlexFDO

Authors H. J. Payne, Leonard M. Silverman

Publication date 1973

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

Full work available at URL https://doi.org/10.1109/tac.1973.1100280

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stabilization of systems by feedback (93D15) Estimation and detection in stochastic control theory (93E10)

Cited in

(26)

• Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples
• The linear-quadratic optimal regulator for descriptor systems: Discrete- time case
• Linear quadratic optimal control for discrete descriptor systems
• Stationary uncertainty frontiers in macroeconometric models and existence and uniqueness of solutions to matrix Riccati equations
• All optimal controls for the singular linear-quadratic problem without stability; a new interpretation of the optimal cost
• A multirate controller design of linear periodic time delay systems
• Linear-quadratic discrete-time control and constant directions
• Continuous and discrete-time Riccati theory: A Popov-function approach
• How to decompose semi-definite discrete-time algebraic Riccati equations
• Theoretical developments in discrete-time control
• Forward trading and storage in a Cournot duopoly
• On the solution of discrete-time Markovian jump linear quadratic control problems
• Stochastic event-based LQG control: an analysis on strict consistency
• On discrete-time Riccati-like matrix difference equations with random coefficients
• A finite-time linear filter for discrete-time systems
• Cost function methods of designing adaptive controllers for non-minimum phase plant
• A separation theorem for the stochastic sampled-data LQG problem
• Stability in multivariable economic policy models
• A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems
• Multirate robust servomechanism controllers of linear delay systems using a hybrid structure
• Disaggregation, approximate disaggregation, and design of suboptimal control
• scientific article; zbMATH DE number 7626780 (Why is no real title available?)
• Backward error analysis for eigenproblems involving conjugate symplectic matrices
• Inverse optimal control for averaged cost per stage linear quadratic regulators
• An improved algorithm to solve a discrete matrix Riccati equation
• Strong detectability and observers

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