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Relationships between discrete-time and continuous-time algebraic riccati inequalities

โœ Scribed by Y.S. Hung; D.L. Chu

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
904 KB
Volume
270
Category
Article
ISSN
0024-3795

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โœฆ Synopsis

The bilinear transformation is used to establish a direct relationship between a discrete-time algebraic Riccati inequality (DARI) and an associated continuous-time algebraic Riccati inequality (CARI). It is shown that under mild conditions, the DARI is solvable if and only if the corresponding CARl is solvable. The relationship between the DARI and the CAR1 is then used to translate the general solvability conditions for a CAR1 given by Scherer into analogous conditions for the DARI. It is shown how such conditions can be applied to determine the solvability of a discrete-time H~ control problem whose solution set is characterized by two DARIs.

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