Title :
The discrete-time Riccati equation related to the H∞ control problem
Author :
Stoorvogel, Anton A. ; Weeren, Arie J.T.M.
Author_Institution :
Dept. of Math., Eindhoven Univ. of Technol., Netherlands
fDate :
3/1/1994 12:00:00 AM
Abstract :
The H∞ control problem has been solved recently with the use of discrete-time algebraic Riccati equations. In this paper, we investigate this Riccati equation. We derive recursive methods to find the stabilizing solution of this Riccati equation. Moreover, we derive several properties of the class of positive semi-definite solutions of this equation.
Keywords :
feedback; matrix algebra; optimal control; stability; H∞ control; discrete-time Riccati equation; feedback; optimal control; positive semi-definite solutions; stability; stabilizing solution; Automatic control; Computer aided manufacturing; Control systems; Differential algebraic equations; Flexible manufacturing systems; Job shop scheduling; Manufacturing systems; Nonlinear equations; Production systems; Riccati equations;
Journal_Title :
Automatic Control, IEEE Transactions on
