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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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