Existence and uniqueness of unmixed solutions of the discrete-time algebraic Riccati equation

Systems and Control Letters

Volumn 50, Issue 5, 2003, Pages 343-346

  Clements, David J ^a   Wimmer, Harald K ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b UNIVERSITY OF WÜRZBURG   (Germany)

Author keywords

Closed loop matrix; Discrete time algebraic Riccati equation; Popov function; Unmixed solutions

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING; THEOREM PROVING;

CLOSED-LOOP MATRIX;

RICCATI EQUATIONS;

EID: 0242302668     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(03)00180-4     Document Type: Article

References (5)

1. A.H.W. Geerts, The algebraic Riccati equation and singular optimal control: the discrete-time case, in: U. Helmke et al. (Eds.), Systems and Networks: Mathematical Theory and Applications, Proceedings of the International Symposium MTNS 93, Regensburg, Vol. II, 1993, Akademie Verlag, Berlin, 1994, pp. 129-134.
2. Lancaster P., Rodman L. Algebraic Riccati Equations. 1995;Clarendon Press, Oxford.
3. Ran A.C.M., Trentelman H.L. Linear quadratic problems with indefinite cost for discrete time systems. SIAM J. Matrix Anal. Appl. 14:1993;776-797.
4. Shayman M.A. Geometry of the algebraic Riccati equation, Part I. SIAM J. Control Optim. 21:1983;375-394.
5. Wimmer H.K. Existence of unmixed solutions of the discrete-time algebraic Riccati equation and a nonstrictly bounded real lemma. Systems Control Lett. 43:2001;141-147.