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Employing the algebraic Riccati equation for a parametrization of the solutions of the finite-horizon LQ problem: the discrete-time case

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Authors
Ferrante, A.
Ntogramatzidis, Lorenzo
Date
2005
Type
Journal Article

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Ferrante, Augusto and Ntogramatzidis, Lorenzo. 2005. Employing the algebraic Riccati equation for a parametrization of the solutions of the finite-horizon LQ problem: the discrete-time case. Systems & Control Letters. 54 (7): pp. 693-703.
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Systems & Control Letters
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Department of Mathematics and Statistics
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NOTICE: this is the author’s version of a work that was accepted for publication in <Journal title>. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Systems & Control Letters, [VOL54, ISSUE7, 2005] <a href="http://dx.doi.org/10.1016/j.sysconle.2004.11.008">http://dx.doi.org/10.1016/j.sysconle.2004.11.008</a>

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