The discrete algebraic Riccati equation and linear matrix inequality (Q1386508)
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scientific article; zbMATH DE number 1154666
| Language | Label | Description | Also known as |
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| English | The discrete algebraic Riccati equation and linear matrix inequality |
scientific article; zbMATH DE number 1154666 |
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The discrete algebraic Riccati equation and linear matrix inequality (English)
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17 November 1998
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THe authors analyze the connection between rank-minimizing solutions to a linear matrix inequality and solutions to the algebraic Riccati equation in a discrete setting. Unlike the continuous time case, the ``boundary'' solutions to the discrete linear matrix inequality cannot be obtained from solutions to an appropriately defined discrete algebraic Riccati equation. The paper is self-contained and the proofs could be attractive for specialists.
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rank-minimizing solutions to a linear matrix inequality
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discrete algebraic Riccati equation
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