Solvability of Stochastic Discrete Algebraic Riccati Equation
This paper considers a stochastic discrete algebraic Riccati equation, which is a generalized version of the well-known standard discrete algebraic Riccati equation, and has additional linear terms. Under controllability, detectability and the assumption that the additional terms are not too large,...
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| Veröffentlicht in: | Keisoku Jidō Seigyo Gakkai ronbunshū 2002/02/28, Vol.38(2), pp.227-229 |
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| container_issue | 2 |
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| container_title | Keisoku Jidō Seigyo Gakkai ronbunshū |
| container_volume | 38 |
| creator | TANG, Yibing KONO, Michio SUZUKI, Tatsuo |
| description | This paper considers a stochastic discrete algebraic Riccati equation, which is a generalized version of the well-known standard discrete algebraic Riccati equation, and has additional linear terms. Under controllability, detectability and the assumption that the additional terms are not too large, the existence of a positive semi-definite solution is guaranteed. |
| doi_str_mv | 10.9746/sicetr1965.38.227 |
| format | Article |
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| identifier | ISSN: 0453-4654 |
| ispartof | Transactions of the Society of Instrument and Control Engineers, 2002/02/28, Vol.38(2), pp.227-229 |
| issn | 0453-4654 1883-8189 |
| language | eng |
| recordid | cdi_crossref_primary_10_9746_sicetr1965_38_227 |
| source | EZB-FREE-00999 freely available EZB journals |
| subjects | algebraic Riccati equation discrete-time systems guaranteed cost control LQG control |
| title | Solvability of Stochastic Discrete Algebraic Riccati Equation |
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