View Item 

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

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
ISBN
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
Collection
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.