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 Mathematics, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands
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 :
Art; Control systems; Control theory; Differential algebraic equations; Discrete time systems; Econometrics; Erbium; Mathematics; Nonlinear equations; Riccati equations;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9
