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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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Abstract
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 | ||||
| Authors: |
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| Date: | March 2005 | ||||
| Status: | Published | ||||
| 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 | ||||
| Organizer: | IFAC | ||||
| HGF - Research field: | Aeronautics, Space and Transport | ||||
| HGF - Program: | Aeronautics | ||||
| HGF - Program Themes: | L - no assignement | ||||
| DLR - Research area: | Aeronautics | ||||
| DLR - Program: | L - no assignement | ||||
| DLR - Research theme (Project): | ["eprint_fieldopt_dlr_project_search_L000" not defined] | ||||
| 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 Mar 2010 15:03 |
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