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Scaling of the discrete-time algebraic Riccati equation to enhance stability of the Schur solution method

โœ Scribed by Gudmundsson, T.; Kenney, C.; Laub, A.J.


Book ID
118001666
Publisher
IEEE
Year
1992
Tongue
English
Weight
460 KB
Volume
37
Category
Article
ISSN
0018-9286

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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