On linear-quadratic optimal control of implicit difference equations

DOI10.1093/imamci/dny007zbMath1477.49050arXiv1703.01217OpenAlexW2963469600MaRDI QIDQ5162687

Daniel Bankmann, Matthias Voigt

Publication date: 5 November 2021

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.01217

zbMATH Keywords

optimal controldiscrete-time systemsRiccati equationsKalman-Yakubovich-Popov lemmaLur'e equationimplicit difference equationsquasi-Hermitian matricespalindromic matrix pencils

Mathematics Subject Classification ID

Controllability (93B05) Discrete-time control/observation systems (93C55) Asymptotic stability in control theory (93D20) Linear-quadratic optimal control problems (49N10)

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