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On solving discrete-time periodic Riccati equations

Varga, Andras (2005) On solving discrete-time periodic Riccati equations. Proc. of 16th IFAC World Congress, 2005-07-03 - 2005-07-08, Prague (Czech Republic).

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Two numerically reliable algorithms to compute the periodic nonnegative definite stabilizing solution ofdiscrete-time periodic Riccati equations are proposed. The first method represents an extension ofthe periodic QZ algorithm to non-square periodic pairs, while the second method represents an extension of a quotient-product swapping and collapsing "fast" algorithm. Both approaches are completely general being applicable to periodic Riccati equations with time varying dimensions as well as with singular control weighting. For the "fast" method, reliable software implementation is available in a recently developed Periodic Systems Toolbox.

Document Type:Conference or Workshop Item (Paper)
Additional Information:LIDO-Berichtsjahr=2005, monograph_id=Th-E01-TP/9,
Title:On solving discrete-time periodic Riccati equations
AuthorsInstitution or Email of Authors
Date:March 2005
Keywords:periodic systems, Riccati equation, deadbeat control, numerical methods
Event Title:Proc. of 16th IFAC World Congress
Event Location:Prague (Czech Republic)
Event Type:international Conference
Event Dates:2005-07-03 - 2005-07-08
HGF - Research field:Aeronautics, Space and Transport
HGF - Program:other
HGF - Program Themes:other
DLR - Research area:Aeronautics
DLR - Program:L - no assignement
DLR - Research theme (Project):L -- no assignement
Location: Oberpfaffenhofen
Institutes and Institutions:Institute of Robotics and Mechatronics > System Dynamics and Control (former Control Design Engineering)
Deposited By: elib DLR-Beauftragter
Deposited On:21 Feb 2006
Last Modified:12 Dec 2013 20:02

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