Reduction of discrete algebraic Riccati equations: elimination of generalized eigenvalues on the unit circle

DOI10.7153/OAM-2018-12-11MaRDI QIDQ4565206zbMATH OpenOpenAlexWikidataFDO

Authors Augusto Ferrante, Lorenzo Ntogramatzidis

Publication date 8 June 2018

Published in Operators and Matrices (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7153/oam-2018-12-11

zbMATH Keywords

discrete-time algebraic Riccati equationssymplectic pencil

Mathematics Subject Classification ID

Transformations (93B17) Geometric methods (93B27) Feedback control (93B52) Eigenvalue problems (93B60) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

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• The Riccati equation

Cited in

(4)

• The discrete-time generalized algebraic Riccati equation: order reduction and solutions' structure
• A reduction technique for discrete generalized algebraic and difference Riccati equations
• Optimal reduced-order solution of the weakly coupled discrete Riccati equation
• Order reduction of discrete-time algebraic Riccati equations with singular closed loop matrix

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