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

被引：3

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

共 50 条

[31] Hermitian solutions of the discrete-time algebraic Riccati equation
Wimmer, HK
INTERNATIONAL JOURNAL OF CONTROL, 1996, 63 (05) : 921 - 936
[32] UNITARY SOLUTIONS OF A CLASS OF ALGEBRAIC RICCATI-EQUATIONS AND FACTORIZATION
RAN, ACM
LINEAR ALGEBRA AND ITS APPLICATIONS, 1992, 162 : 521 - 540
[33] ON POSITIVE DEFINITE SOLUTIONS TO THE ALGEBRAIC RICCATI EQUATION
RICHARDSON, TJ
KWONG, RH
SYSTEMS & CONTROL LETTERS, 1986, 7 (02) : 99 - 104
[34] Mean-square stabilizing solutions for discrete-time coupled algebraic riccati equations
Costa, OLV
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1996, 41 (04) : 593 - 598
[35] DISCRETE GENERALIZED ALGEBRAIC RICCATI-EQUATIONS AND POLYNOMIAL MATRIX FACTORIZATION
ALIEV, FA
BORDYUG, BA
LARIN, VB
SYSTEMS & CONTROL LETTERS, 1992, 18 (01) : 49 - 59
[36] Krylov subspace methods for discrete-time algebraic Riccati equations
Zhang, Liping
Fan, Hung-Yuan
Chu, Eric King-Wah
APPLIED NUMERICAL MATHEMATICS, 2020, 152 : 499 - 510
[37] A method to solve the discrete-time coupled algebraic Riccati equations
Ivanov, Ivan Ganchev
APPLIED MATHEMATICS AND COMPUTATION, 2008, 206 (01) : 34 - 41
[38] Numerical Solution of the Discrete-Time Coupled Algebraic Riccati Equations
Ivanov, Ivan Ganchev
NUMERICAL ANALYSIS AND ITS APPLICATIONS, 2009, 5434 : 314 - 321
[39] Explicit Solution for a Class of Discrete-Time Algebraic Riccati Equations
Rojas, A. J.
ASIAN JOURNAL OF CONTROL, 2013, 15 (01) : 132 - 141
[40] Existence of unmixed solutions of the discrete-time algebraic Riccati equation and a nonstrictly bounded real lemma
Wimmer, HK
SYSTEMS & CONTROL LETTERS, 2001, 43 (02) : 141 - 147

← 1 2 3 4 5 →