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
Transformations between discrete-time and continuous-time algebraic Riccati equations
โ Scribed by Hongguo Xu
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 346 KB
- Volume
- 425
- Category
- Article
- ISSN
- 0024-3795
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๐ SIMILAR VOLUMES
The standard state space solution of the finite-dimensional continuous time quadratic cost minimization problem has a straightforward extension to infinite-dimensional problems with bounded or moderately unbounded control and observation operators. However, if these operators are allowed to be suffi
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