DocumentCode
592534
Title
The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II
Author
Ferrante, Augusto ; Ntogramatzidis, Lorenzo
Author_Institution
Dipt. di Ing. dell´Inf., Univ. di Padova, Padova, Italy
fYear
2012
fDate
10-13 Dec. 2012
Firstpage
6400
Lastpage
6405
Abstract
In this paper we develop an analytic approach to the solution of a very general class of discrete finite-horizon optimal control problems. This method hinges on a new decomposition of the so-called extended symplectic pencil. Interestingly, the results established in this paper hold under assumptions that are weaker than the ones considered in the literature so far.
Keywords
Riccati equations; discrete systems; linear quadratic control; matrix decomposition; LQ optimal control problems; analytic approach; discrete finite-horizon optimal control problems; extended symplectic pencil decomposition; generalised discrete algebraic Riccati equation; matrix pencil; Controllability; Eigenvalues and eigenfunctions; Optimal control; Riccati equations; Standards; Trajectory;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location
Maui, HI
ISSN
0743-1546
Print_ISBN
978-1-4673-2065-8
Electronic_ISBN
0743-1546
Type
conf
DOI
10.1109/CDC.2012.6426829
Filename
6426829
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