Title :
A solution to the discrete-time ARE
Author :
Barbieri, Enrique
Author_Institution :
Dept. of Electr. Eng., Tulane Univ., New Orleans, LA, USA
fDate :
29 June-1 July 1994
Abstract :
New recursive formulae are given to compute the solution of the algebraic Riccati equation for single-input, discrete-time systems. This note is an extension of results obtained for continuous-time systems.
Keywords :
Riccati equations; discrete time systems; discrete-time algebraic Riccati equation; single-input discrete-time systems; Control systems; Costs; Optimal control; Polynomials; Regulators; Riccati equations; Sampling methods; State feedback; Steady-state; Symmetric matrices;
Conference_Titel :
American Control Conference, 1994
Print_ISBN :
0-7803-1783-1
DOI :
10.1109/ACC.1994.751928
