Title :
Geometric insight into discrete-time cheap and singular linear quadratic Riccati (LQR) problems
Author :
Marro, Giovanni ; Prattichizzo, Domenico ; Zattoni, Elena
Author_Institution :
Dipt. di Elettronica, Inf. e Sistemistica, Bologna Univ., Italy
fDate :
1/1/2002 12:00:00 AM
Abstract :
The Hamiltonian system related to discrete-time cheap linear quadratic Riccati (LQR) problems is analyzed in a purely geometric context, with the twofold purpose of getting a useful insight into its structural features and deriving a numerically implementable solution for the infinite-horizon case by only using the standard geometric-approach routines that are available
Keywords :
Riccati equations; computational geometry; cost optimal control; discrete time systems; linear quadratic control; numerical analysis; singular optimal control; Hamiltonian system; cheap control; computational methods; discrete-time cheap linear quadratic Riccati problems; geometric approach; infinite-horizon case; numerically implementable solution; singular linear quadratic Riccati problems; structural features; Algorithm design and analysis; Automatic control; Continuous time systems; Control systems; Linear matrix inequalities; Optimal control; Riccati equations;
Journal_Title :
Automatic Control, IEEE Transactions on
