EXISTENCE OF POSITIVE-DEFINITE AND SEMIDEFINITE SOLUTIONS OF DISCRETE-TIME ALGEBRAIC RICCATI-EQUATIONS

被引：4

作者：

WIMMER, HK

机构：

[1] Mathematisches Institut, Universität Würzburg, Würzburg

来源：

INTERNATIONAL JOURNAL OF CONTROL | 1994年 / 59卷 / 02期

关键词：

D O I：

10.1080/00207179408923086

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The discrete-time algebraic Riccati equation X - F*XF + F*XG(I + G*XG)-1G*XF - H*H = 0 is studied. Necessary and sufficient conditions for the existence of positive-definite and positive-semidefinite solutions are given.

引用

页码：463 / 471

页数：9

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