Title :
The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part I
Author :
Ferrante, Augusto ; Ntogramatzidis, Lorenzo
Author_Institution :
Dipt. di Ing. dell´Inf., Univ. di Padova, Padova, Italy
Abstract :
A geometric analysis is used to study the relationship existing between the solutions of the generalised Riccati equation arising from the classic infinite-horizon linear quadratic (LQ) control problem and the output-nulling and reachability subspaces of the underlying system. This analysis reveals the presence of a subspace that plays a crucial role in the solution of the related optimal control problem.
Keywords :
Riccati equations; geometry; linear quadratic control; LQ optimal control problems; classic infinite-horizon linear quadratic control problem; generalised discrete algebraic Riccati equation; geometric analysis; output-nulling; reachability subspaces; Closed loop systems; Difference equations; Linear matrix inequalities; Optimal control; Riccati equations; Symmetric matrices;
Conference_Titel :
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location :
Maui, HI
Print_ISBN :
978-1-4673-2065-8
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2012.6426833
