Hermitian solutions of the discrete algebraic Riccati equation
作者:
P. LANCASTER,
A. C. M. RAN,
L. RODMAN,
期刊:
International Journal of Control
(Taylor Available online 1986)
卷期:
Volume 44,
issue 3
页码: 777-802
ISSN:0020-7179
年代: 1986
DOI:10.1080/00207178608933632
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Hermitian solutions of the discrete algebraic Riccati equation play an important role in the least-squares optimal control problem for discrete linear systems. In this paper we describe the set of hermitian solutions in various ways: in terms of factorizations of rational matrix functions which take hermitian values on the unit circle; in terms of certain invariant subspaces of a matrix which is unitary in an indefinite scalar product; and in terms of all invariant subspaces of a certain matrix. These results are inspired by known results for the algebraic Riccati equation arising in the least-squares optimal control problem for continuous linear systems.
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