Generalized Discrete-Time Riccati Theory

DOI10.1137/S0363012994261823zbMath0855.93065OpenAlexW2035094999MaRDI QIDQ4876720

Vlad Ionescu, Cristian Oarǎ

Publication date: 16 February 1997

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012994261823

zbMATH Keywords

discrete-time algebraic Riccati equationsextended Hamiltonian pencilproper deflating subspaces

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24) Linear-quadratic optimal control problems (49N10) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) Matrix pencils (15A22)

Related Items (4)

An improved algorithm for the computation of structural invariants of a system pencil and related geometric aspects ⋮ Stabilizing solution to the reverse discrete-time Riccati equation: A matrix-pencil-based approach ⋮ The time-varying discrete four block Nehari problem: A generalized Popov-Yakubovich type approach ⋮ Time-varying discrete Riccati equation in terms of Ben Artzi-Gohberg dichotomy

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