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A survey of recursive algorithms for the solution of the discrete time Riccati Equation

โœ Scribed by N.D. Assimakis; D.G. Lainiotis; S.K. Katsikas; F.L. Sanida


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
860 KB
Volume
30
Category
Article
ISSN
0362-546X

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โœฆ Synopsis


The Riccati Equation piays a fundamental role in many folds of mathematiw, science and engineering.


๐Ÿ“œ SIMILAR VOLUMES


Sensitivity analysis of the discrete-tim
โœ Ji-guang Sun ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 958 KB

Consider the discrete-time algebraic Riccati equation (DARE) ATXA -X -(ATXB + S)(R + B?fB)~' (F/U + ST) + Q = 0, where A E W"", B, S t (w"""'~ R = RT E LQ"""' , Q = QT E W"'. The available perturbation theory for the DARE can only be applied to the case R > 0. However, in some control problems the