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    Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circle

    Access Status
    Fulltext not available
    Authors
    Ferrante, A.
    Ntogramatzidis, Lorenzo
    Date
    2018
    Type
    Journal Article
    
    Metadata
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    Citation
    Ferrante, A. and Ntogramatzidis, L. 2018. Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circle. Operators And Matrices. 12 (1): pp. 169-187.
    Source Title
    Operators And Matrices
    DOI
    10.7153/oam-2018-12-11
    ISSN
    1846-3886
    School
    School of Electrical Engineering, Computing and Mathematical Science (EECMS)
    Funding and Sponsorship
    http://purl.org/au-research/grants/arc/DP160104994
    URI
    http://hdl.handle.net/20.500.11937/67233
    Collection
    • Curtin Research Publications
    Abstract

    The purpose of this paper is to introduce a two-stage procedure that can be used to decompose a discrete-time algebraic Riccati equation into a trivial part, a part that is entirely arbitrary, and a part that can be obtained by computing the set of solutions of a reduced-order Riccati equation whose associated symplectic pencil has no generalized eigenvalues on the unit circle.

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