Title :
The stabilizing solution of the discrete algebraic riccati equation
Author_Institution :
Australian National University, Canberra, Australia
fDate :
6/1/1975 12:00:00 AM
Abstract :
This short paper extends the existence theory of the stabilizing solution of the discrete algebraic Riccati equation. The main result provides necessary and sufficient conditions for the existence of such a solution, free of any a priori conditions on the problem data. For the special case of the optimal regulator problem, standard results are recovered as special cases.
Keywords :
Algebraic Riccati equation (ARE); Linear systems, time-invariant discrete-time; Optimal control; Riccati equations, algebraic; Stability; Application software; Australia; Computer science; Eigenvalues and eigenfunctions; Optimal control; Regulators; Riccati equations; State feedback; Sufficient conditions; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1975.1100983
