On the lack of monotonicity of Newton-Hewer updates for Riccati equations

DOI10.1016/j.automatica.2021.109788zbMath1480.49008arXiv2010.15983OpenAlexW3182725192MaRDI QIDQ2665637

Yanyan Li

Publication date: 19 November 2021

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.15983

zbMATH Keywords

discrete algebraic Riccati equationLQR optimal control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Existence theories for optimal control problems involving relations other than differential equations (49J21)

Related Items (1)

Logarithmic regret in online linear quadratic control using Riccati updates

Cites Work

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• Robust stabilizing solution of the Riccati difference equation
• Generalized Riccati difference and differential equations
• On stabilizing properties of solutions of the Riccati difference equation
• On the Time-Varying Riccati Difference Equation of Optimal Filtering
• Semidefinite programming duality and linear time-invariant systems
• On the discrete time matrix Riccati equation of optimal control†

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