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.
Item URL in elib: | https://elib.dlr.de/12280/ | ||||||
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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 | ||||||
Open Access: | Yes | ||||||
Gold Open Access: | No | ||||||
In SCOPUS: | No | ||||||
In ISI Web of Science: | No | ||||||
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: | other | ||||||
HGF - Program Themes: | other | ||||||
DLR - Research area: | Aeronautics | ||||||
DLR - Program: | L - no assignment | ||||||
DLR - Research theme (Project): | L - no assignment (old) | ||||||
Location: | Oberpfaffenhofen | ||||||
Institutes and Institutions: | Institute of Robotics and Mechatronics (until 2012) > System Dynamics and Control (former Control Design Engineering) | ||||||
Deposited By: | DLR-Beauftragter, elib | ||||||
Deposited On: | 21 Feb 2006 | ||||||
Last Modified: | 31 Jul 2019 19:15 |
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