On the discrete time algebraic Riccati equation

DOI10.1109/TAC.1973.1100280zbMATH Open0297.93036OpenAlexW2154627416MaRDI QIDQ4052001FDOQ4052001

Leonard M. Silverman, H. J. Payne

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)

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• Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples
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• A separation theorem for the stochastic sampled-data LQG problem
• Multirate robust servomechanism controllers of linear delay systems using a hybrid structure
• All optimal controls for the singular linear-quadratic problem without stability; a new interpretation of the optimal cost
• The linear-quadratic optimal regulator for descriptor systems: Discrete- time case
• Backward Error Analysis for Eigenproblems Involving Conjugate Symplectic Matrices
• On the solution of discrete-time Markovian jump linear quadratic control problems
• Theoretical developments in discrete-time control
• Cost function methods of designing adaptive controllers for non-minimum phase plant
• Stochastic event-based LQG control: an analysis on strict consistency
• Strong detectability and observers
• An improved algorithm to solve a discrete matrix Riccati equation
• Stationary uncertainty frontiers in macroeconometric models and existence and uniqueness of solutions to matrix Riccati equations
• A multirate controller design of linear periodic time delay systems
• Stability in multivariable economic policy models
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• A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems
• Linear-quadratic discrete-time control and constant directions
• Disaggregation, approximate disaggregation, and design of suboptimal control
• Inverse optimal control for averaged cost per stage linear quadratic regulators

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