Title :
The discrete algebraic Riccati equation and linear matrix inequality
Author :
Stoorvogel, A.A. ; Saberi, A.
Author_Institution :
Dept. of Math. & Comput. Sci., Eindhoven Univ. of Technol., Netherlands
Abstract :
In this paper we study the discrete time algebraic Riccati equation and its connection to the discrete time linear matrix inequality. We show that in general only a subset of the set of rank-minimizing solutions of the linear matrix inequality correspond to the solutions of the associated algebraic Riccati equation, and study under what conditions these sets are equal. In this process we also derive very weak assumptions under which a Riccati equation has a solution
Keywords :
Riccati equations; discrete time systems; discrete-time algebraic Riccati equation; discrete-time linear matrix inequality; linear matrix inequality; rank-minimizing solutions; Control theory; Ear; Hydrogen; Linear matrix inequalities; Linear systems; Mathematics; Optimal control; Riccati equations; Search problems; Symmetric matrices;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411231
