Monotonicity of the optimal cost in the discrete-time regulator problem and Schur complements

被引：10

作者：

Clements, DJ

Wimmer, HK ^{[2
]}

机构：

[1] Univ New S Wales, Sch Elect Engn & Telecommun, Sydney, NSW 2052, Australia

[2] Univ Wurzburg, Math Inst, D-97074 Wurzburg, Germany

来源：

AUTOMATICA | 2001年 / 37卷 / 11期

关键词：

discrete-time algebraic Riccati equation; linear-quadratic optimal control; output stabilisability; optimal cost; Schur complements; matrix inequalities; discrete-time regulator problem;

D O I：

10.1016/S0005-1098(01)00147-9

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper deals with the monotonicity of the optimal, rather than the more usual stabilising, cost of the discrete-time regulator problem. The approach relies on a monotonicity result on Riccati operators and on a formula for the difference of Schur complements. (C) 2001 Elsevier Science Ltd. All rights reserved.

引用

页码：1779 / 1786

页数：8

共 19 条

[1]

Callier F.M., 1997, OPERATORS SYSTEMS LI, P45

[2] WHAT ARE SCHUR COMPLEMENTS, ANYWAY [J].