Relationship between three discrete-timeH∞algebraic Riccati equation solutions
作者:
D. J. WALKER,
期刊:
International Journal of Control
(Taylor Available online 1990)
卷期:
Volume 52,
issue 4
页码: 801-809
ISSN:0020-7179
年代: 1990
DOI:10.1080/00207179008953569
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper presents a proof of a connection between the strong solutions to three algebraic Riccati equations which are associated with the solution of a discrete-timeH∞-optimal control problem. Of these solutions, denoted X∞, Y∞" and Z∞, two parametrize a generator of all γ-suboptimal output-feedback controllers and one is associated with a dual state-feedback problem. The relationship is proved by establishing the existence of a similarity transformation between two symplectic matrix pencils which are associated with two of the Riccati equations. A similar result is known to exist in the continuous-time setting.
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