HERMITIAN SOLUTIONS OF THE DISCRETE ALGEBRAIC RICCATI EQUATION.

被引：0

作者：

Lancaster, P. ^{[1
]}

Ran, A.C.M. ^{[1
]}

Rodman, L. ^{[1
]}

机构：

[1] Univ of Calgary, Calgary, Alberta,, Can, Univ of Calgary, Calgary, Alberta, Can

来源：

| 1600年 / 44期

基金：

加拿大自然科学与工程研究理事会; 美国国家科学基金会;

关键词：

CONTROL SYSTEMS; DISCRETE TIME - MATHEMATICAL TECHNIQUES - Matrix Algebra;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Hermitian solutions of the discrete algebraic Riccati equation play an important role in the least-squares optimal control problem for discrete linear systems. We describe the set of hermitian solutions in various ways; in terms of factorizations of rational matrix functions which take hermitian values on the unit circle; in terms of certain invariant subspaces of a matrix which is unitary in an indefinite scalar product; and in terms of all invariant subspaces of a certain matrix. These results are inspired by known results for the algebraic Riccati equation arising in the least-squares optimal control problem for continuous linear systems.

引用

共 12 条

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