• DocumentCode
    489537
  • Title

    The discrete time Riccati equation related to the H∞ control problem

  • Author

    Stoorvogel, Anton A. ; Weeren, Arie J.T.M.

  • Author_Institution
    Dept. of Mathematics, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands
  • fYear
    1992
  • fDate
    24-26 June 1992
  • Firstpage
    1128
  • Lastpage
    1132
  • Abstract
    The H∞ control problem has been solved recently with the use of discrete time algebraic Riccati equations. In this paper, we investigate this Riccati equation. We derive recursive methods to find the stabilizing solution of this Riccati equation. Moreover, we derive several properties of the class of positive semi-definite solutions of this equation.
  • Keywords
    Art; Control systems; Control theory; Differential algebraic equations; Discrete time systems; Econometrics; Erbium; Mathematics; Nonlinear equations; Riccati equations;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1992
  • Conference_Location
    Chicago, IL, USA
  • Print_ISBN
    0-7803-0210-9
  • Type

    conf

  • Filename
    4792268
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=489537