On the riccati difference equation of optimal control

DOI10.1080/03081089908818624zbMath0932.93021OpenAlexW1963777654MaRDI QIDQ3836209

Pablo A. Iglesias

Publication date: 28 February 2000

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

Full work available at URL: https://doi.org/10.1080/03081089908818624

zbMATH Keywords

Riccati difference equationquadratic optimal control problemtime-varying discrete-time systemsexistence of stabilizing solution

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Operator-theoretic methods (93B28) Linear-quadratic optimal control problems (49N10) Model systems in control theory (93C99)

Related Items (2)

A time-varying analogue of Jensen's formula ⋮ Tradeoffs in linear time-varying systems: An analogue of Bode's sensitivity integral

Cites Work

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• On asymptotic stability of linear time-varying infinite-dimensional systems
• The \(l^ 2\)-control problem for time-varying discrete systems
• Time-varying discrete linear systems: input-output operators; Riccati equations; disturbance attenuation
• Minimum entropy control for time-varying systems
• A Transfer-Function Approach to Linear Time-Varying Discrete-Time Systems
• Internal and External Stability of Linear Time-Varying Systems

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