On the structure of the solutions of the constrained generalized discretetime algebraic Riccati equation
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2016Type
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This paper introduces a new decomposition of the constrained generalized discretetime 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 reducedorder discretetime algebraic Riccati equation with nonsingular associated closedloop matrix, or a symmetric Stein equation.
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Ntogramatzidis, L. and Ferrante, A. 2016. On the structure of the solutions of the constrained generalized discretetime algebraic Riccati equation, in Proceedings of the 2016 European Control Conference (ECC), Jun 29Jul 1 2016, pp. 13831388. Aalborg, Denmark: European Control Conference.
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Proceedings of the 2016 European Control Conference (ECC 16)
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Department of Mathematics and Statistics
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