论文信息 - Unmixed solutions of the discrete-time algebraic Riccati equation

Unmixed solutions of the discrete-time algebraic Riccati equation

The algebraic Riccati equation of the optimal control problem associated with the discrete-time system $x(k + 1) = Fx(k) + Gu(k)$ is studied. It is shown that in the case of a controllable system, there exist solutions with prescribed unmixed characteristic polynomial of the corresponding closed-loop matrix. Existence of solutions will also be proved under the weaker condition of modulus-controllability. Maximal solutions are discussed.

Harald K. Wimmer | H. Wimmer | H. K. Wimmer

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