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The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II

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Authors
Ferrante, A.
Ntogramatzidis, Lorenzo
Date
2012
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Conference Paper
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Abstract

In this paper we develop an analytic approach to the solution of a very general class of discrete finite horizon optimal control problems. This method hinges on a new decomposition of the so-called extended symplectic pencil. Interestingly, the results established in this paper hold under assumptions that are weaker than the ones considered in the literature so far.

Citation
Ferrante, Augusto and Ntogramatzidis, Lorenzo. 2012. The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II, in Proceedings of the 2012 IEEE 51st Annual Conference on Decision and Control, Dec 10-13 2012, pp. 6400-6405. Maui, Hawaii: IEEE.
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Proceedings of the 51st Conference on Decision and Control (CDC 12)
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