A unified approach to finite-horizon generalized LQ optimal control problems for discrete-time systems

DOI10.1016/j.laa.2007.01.026zbMath1123.93064OpenAlexW1972564096MaRDI QIDQ2644051

Lorenzo Ntogramatzidis, Augusto Ferrante

Publication date: 27 August 2007

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11937/18555

zbMATH Keywords

algebraic Riccati equationdifferential Riccati equationLQ finite horizon optimal controlmodulus-controllabilityunmixed solutions of an ARE

Mathematics Subject Classification ID

Controllability (93B05) Discrete-time control/observation systems (93C55)

Related Items (6)

A reduction technique for discrete generalized algebraic and difference Riccati equations ⋮ Structure-preserving numerical algorithm for solving discrete-time LMI and DARS ⋮ Efficient reconstructed Legendre algorithm for solving linear-quadratic optimal control problems ⋮ A nested computational approach to \(\ell_2\)-optimization of regulation transients in discrete-time LPV systems ⋮ On the solution of the Riccati differential equation arising from the LQ optimal control problem ⋮ Stability robustness of linear quadratic regulators

Uses Software

• RICPAC

Cites Work

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