Closed-form solutions to discrete-time LQ optimal control and disturbance attenuation

DOI10.1016/0167-6911(93)90104-EzbMath0784.93069MaRDI QIDQ686222

Katsuhisa Furuta, Manop Wongsaisuwan

Publication date: 14 November 1993

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

closed-form solutionsdisturbance attenuationlinear-quadratic optimal controlRiccati equationdiscrete-time problems

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55)

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Cites Work

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• A dynamic games approach to controller design: disturbance rejection in discrete-time
• New results for linear-quadratic discrete-time games
• Minimum H/sub infinity /-norm regulation of linear discrete-time systems and its relation to linear quadratic discrete games
• Conditions for nonnegativeness of partitioned matrices