کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5773390 1631068 2017 33 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On discrete algebraic Riccati equations: A rank characterization of solutions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
On discrete algebraic Riccati equations: A rank characterization of solutions
چکیده انگلیسی
We give a rank characterization of the solution set of discrete algebraic Riccati equations (DAREs) involving real matrices. Our characterization involves the use of invariant subspaces of the system matrix. We observe that a DARE can be considered as a specific type of a non-symmetric continuous-time algebraic Riccati equation. We show how to extract the low rank solutions from the full rank solution of a homogeneous DARE. We also study the eigen-structure of various feedback/closed loop matrices associated with solutions of a DARE. We show as a consequence of our observations that a solution X of a DARE for controllable systems and certain specific types of uncontrollable systems satisfies the inequality Xmin≤X≤Xmax. We characterize conditions under which the solution set of DARE is bounded/unbounded. We use the method of invariant subspaces to identify some invariant sets of a difference Riccati equation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Linear Algebra and its Applications - Volume 527, 15 August 2017, Pages 184-215
نویسندگان
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