Title :
Lyapunov and Riccati equations of discrete-time descriptor systems
Author :
Zhang, Liqian ; Lam, James ; Zhang, QingLing
Author_Institution :
Dept. of Mech. Eng., Hong Kong Univ., Hong Kong
fDate :
11/1/1999 12:00:00 AM
Abstract :
In this paper, we further develop the generalized Lyapunov equations for discrete-time descriptor systems given by Bender. We associate a stable discrete-time descriptor system with a Lyapunov equation which has a unique solution. Furthermore, under the assumptions of reachability and observability, the solutions are guaranteed to be positive definite. All results are valid for causal and noncausal descriptor systems. This provides a unification of Lyapunov equations and theories established for both normal and descriptor systems. Based on the developed Lyapunov equation, a Riccati equation is also obtained for solving the state-feedback stabilization problem
Keywords :
Lyapunov matrix equations; Riccati equations; discrete time systems; observability; reachability analysis; stability; state feedback; Riccati equations; causal descriptor systems; discrete-time descriptor systems; generalized Lyapunov equations; noncausal descriptor systems; observability; positive definite solutions; reachability; state-feedback stabilization problem; Adaptive control; Automatic control; Delay effects; Optimal control; Polymers; Process control; Programmable control; Riccati equations; Robust control; Robustness;
Journal_Title :
Automatic Control, IEEE Transactions on