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The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I

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Authors
Ferrante, A.
Ntogramatzidis, Lorenzo
Date
2012
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Conference Paper
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Abstract

A geometric analysis is used to study the relationship existing between the solutions of the generalised Riccati equation arising from the classic infinite-horizon linear quadratic (LQ) control problem and the output-nulling and reachability subspaces of the underlying system. This analysis reveals the presence of a subspace that plays a crucial role in the solution of the related optimal control problem.

Citation
Ferrante, Augusto and Ntogramatzidis, Lorenzo. 2012. The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I, in Proceedings of the 2012 IEEE 51st Annual Conference on Decision and Control, Dec 10-13 2012, pp. 6394-6399. Maui, Hawaii: IEEE.
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Proceedings of the 51st Conference on Decision and Control (CDC 12)
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