The set of positive semidefinite solutions of the algebraic Riccati equation of discrete-time optimal control

DOI10.1109/9.489203zbMATH Open0880.93028OpenAlexW2132123183MaRDI QIDQ4884776FDOQ4884776

Harald K. Wimmer

Publication date: 7 July 1996

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

Full work available at URL: https://doi.org/10.1109/9.489203

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zbMATH Keywords

discrete-timealgebraic Riccati equationlinear-quadratic optimal control\(F\)-invariant subspaces

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Discrete-time control/observation systems (93C55)

Cited In (16)

• Convergence of Discount Time Series Dynamic Linear Models
• Existence of positive-definite and semidefinite solutions of discrete-time algebraic Riccati equations
• How to decompose semi-definite discrete-time algebraic Riccati equations
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• Strong solutions of the discrete-time algebraic Riccati equation
• On the geometry of the set of solutions of a discrete-time quadratic matrix inequality†
• LQ tracking and disturbance rejecting with invariant zeros on the unit circle
• Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
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• Four extremal solutions of discrete-time algebraic Riccati equations: existence theorems and computation
• Lattice properties of sets of semidefinite solutions of continuous-time algebraic Riccati equations
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• Relationship between three discrete-time H ^∞ algebraic Riccati equation solutions
• Montononicity of the optimal cost in the discrete-time regulator problem and Schur complements
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• A Note on Riccati Matrix Difference Equations

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