DocumentCode
1069351
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
Volume
39
Issue
3
fYear
1994
fDate
3/1/1994 12:00:00 AM
Firstpage
686
Lastpage
691
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.280789
Filename
280789
Link To Document