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

    190414_190414.pdf (91.20Kb)
    Access Status
    Open access
    Authors
    Ferrante, A.
    Ntogramatzidis, Lorenzo
    Date
    2012
    Type
    Conference Paper
    
    Metadata
    Show full item record
    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.
    Source Title
    Proceedings of the 51st Conference on Decision and Control (CDC 12)
    Source Conference
    51st IEEE Conference on Decision and Control
    DOI
    10.1109/CDC.2012.6426829
    ISBN
    978-1-4673-20665
    Remarks

    © 2012 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.

    URI
    http://hdl.handle.net/20.500.11937/9940
    Collection
    • Curtin Research Publications
    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.

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