UNMIXED SOLUTIONS OF THE DISCRETE-TIME ALGEBRAIC RICCATI EQUATION

被引：12
|
作者：
WIMMER, HK
机构：
[1] Universitat Wurzburg, Wurzburg
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1992年 / 30卷 / 04期
关键词：
DISCRETE-TIME ALGEBRAIC RICCATI EQUATION; SYMPLECTIC PENCILS; UNMIXED SOLUTIONS; MODULUS CONTROLLABILITY; MAXIMAL SOLUTION;
D O I：
10.1137/0330048
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 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.
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页码：867 / 878
页数：12
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