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.

引用

页码：867 / 878

页数：12

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