On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation

Ntogramatzidis, Lorenzo; Ferrante, Augusto

Access Status

Fulltext not available

Authors

Ntogramatzidis, Lorenzo

Ferrante, Augusto

Date

2016

Type

Conference Paper

Metadata

Show full item record

Citation

Ntogramatzidis, L. and Ferrante, A. 2016. On the structure of the solutions of the constrained generalized discrete-time algebraic Riccati equation, in Proceedings of the 2016 European Control Conference (ECC), Jun 29-Jul 1 2016, pp. 1383-1388. Aalborg, Denmark: European Control Conference.

Source Title

Proceedings of the 2016 European Control Conference (ECC 16)

Source Conference

2016 European Control Conference (ECC 16)

ISBN

978-1-5090-2590-9

School

Department of Mathematics and Statistics

URI

http://hdl.handle.net/20.500.11937/37225

Collection

Curtin Research Publications

Abstract

This paper introduces a new decomposition of the constrained generalized discrete-time algebraic Riccati equation arising in linear quadratic optimal control problems into two parts: the first part is an explicit expression which is common to all solutions. The second part can be either a reduced-order discrete-time algebraic Riccati equation with non-singular associated closed-loop matrix, or a symmetric Stein equation.