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
收藏
页码：1779 / 1786
页数：8
相关论文
共 19 条
[11]  
POUBELLE MA, 1986, IEEE T AUTOMATIC CON, V41, P651
[12]   EXISTENCE AND COMPARISON-THEOREMS FOR ALGEBRAIC RICCATI-EQUATIONS FOR CONTINUOUS-TIME AND DISCRETE-TIME-SYSTEMS [J].
RAN, ACM ;
VREUGDENHIL, R .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1988, 99 :63-83
[13]   On Parameter Dependence of Solutions of Algebraic Riccati Equations [J].
Ran, Andre C. M. ;
Rodman, Leiba .
MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS, 1988, 1 (03) :269-284
[14]  
WERDENHAGEN GF, 1993, SYSTEMS CONTROL LETT, V21, P285
[15]  
Wimmer H.K., 1992, J MATH SYSTEMS ESTIM, V2, P219
[16]   The set of positive semidefinite solutions of the algebraic Riccati equation of discrete-time optimal control [J].
Wimmer, HK .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1996, 41 (05) :660-671
[17]   EXISTENCE OF POSITIVE-DEFINITE AND SEMIDEFINITE SOLUTIONS OF DISCRETE-TIME ALGEBRAIC RICCATI-EQUATIONS [J].
WIMMER, HK .
INTERNATIONAL JOURNAL OF CONTROL, 1994, 59 (02) :463-471
[18]  
ZHOU K., 1996, Robust and Optimal Control
[19]  
[No title captured]
12