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

Ferrante, A.; Ntogramatzidis, Lorenzo

doi:10.7153/oam-2018-12-11

Access Status

Fulltext not available

Authors

Ferrante, A.

Ntogramatzidis, Lorenzo

Date

2018

Type

Journal Article

Metadata

Show full item record

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)

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.