The set of positive semidefinite solutions of the algebraic Riccati equation of discrete-time optimal control

DOI10.1109/9.489203zbMath0880.93028OpenAlexW2132123183MaRDI QIDQ4884776

Harald K. Wimmer

Publication date: 7 July 1996

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.489203

zbMATH Keywords

algebraic Riccati equationlinear-quadratic optimal controldiscrete-time\(F\)-invariant subspaces

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10)

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A Note on Riccati Matrix Difference Equations ⋮ Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case ⋮ Convergence of Discount Time Series Dynamic Linear Models ⋮ Montononicity of the optimal cost in the discrete-time regulator problem and Schur complements ⋮ LQ tracking and disturbance rejecting with invariant zeros on the unit circle ⋮ How to decompose semi-definite discrete-time algebraic Riccati equations ⋮ Intervals of solutions of the discrete-time algebraic Riccati equation

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