A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control
| dc.contributor.author | Ferrante, A. | |
| dc.contributor.author | Ntogramatzidis, Lorenzo | |
| dc.contributor.editor | Jay A. Farrel | |
| dc.date.accessioned | 2017-01-30T11:33:19Z | |
| dc.date.available | 2017-01-30T11:33:19Z | |
| dc.date.created | 2013-03-20T08:52:25Z | |
| dc.date.issued | 2012 | |
| dc.identifier.citation | Ferrante, Augusto and Ntogramatzidis, Lorenzo. 2012. A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control, in Proceedings of the 2012 IEEE 51st Annual Conference on Decision and Control, Dec 10-13 2012, pp. 7043-7048. Maui, Hawaii: IEEE. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/12869 | |
| dc.identifier.doi | 10.1109/CDC.2012.6426104 | |
| dc.description.abstract |
In this paper we develop a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a decomposition method for the generalised Riccati difference equation that isolates its nilpotent part, which becomes constant in a number of iteration steps equal to the nilpotency index of the closed-loop, from another part that can be computed by iterating a reduced-order Riccati difference equation. | |
| dc.publisher | IEEE | |
| dc.subject | standards | |
| dc.subject | difference equations | |
| dc.subject | indexes | |
| dc.subject | eigenvalues and eigenfunctions | |
| dc.subject | Riccati equations | |
| dc.title | A reduction technique for generalised Riccati difference equations arising in linear-quadratic optimal control | |
| dc.type | Conference Paper | |
| dcterms.source.startPage | 7043 | |
| dcterms.source.endPage | 7048 | |
| dcterms.source.title | Proceedings of the 51st Conference on Decision and Control (CDC 12) | |
| dcterms.source.series | Proceedings of the 51st Conference on Decision and Control (CDC 12) | |
| dcterms.source.isbn | 9781467320665 | |
| dcterms.source.conference | 51st IEEE Conference on Decision and Control | |
| dcterms.source.conference-start-date | Dec 10 2012 | |
| dcterms.source.conferencelocation | Maui, Hawaii, USA | |
| dcterms.source.place | USA | |
| curtin.note |
© 2012 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. | |
| curtin.department | ||
| curtin.accessStatus | Open access |