کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
695970 | 890319 | 2013 | 8 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: The generalised discrete algebraic Riccati equation in linear-quadratic optimal control The generalised discrete algebraic Riccati equation in linear-quadratic optimal control](/preview/png/695970.png)
This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the classic infinite-horizon linear quadratic (LQ) control problem. In particular, a geometric analysis is used to study the relationship existing between the solutions of the generalised Riccati equation and the output-nulling subspaces of the underlying system and the corresponding reachability subspaces. This analysis reveals the presence of a subspace that plays an important role in the solution of the related optimal control problem, which is reflected in the generalised eigenstructure of the corresponding extended symplectic pencil. In establishing the main results of this paper, several ancillary problems on the discrete Lyapunov equation and spectral factorisation are also addressed and solved.
Journal: Automatica - Volume 49, Issue 2, February 2013, Pages 471–478