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@inproceedings{598184,
author = {Hilscher, Roman and Zeidan, Vera},
address = {London},
booktitle = {Difference Equations and Discrete Dynamical Systems},
keywords = {Discrete linear regulator; Discrete quadratic functional; Riccati matrix equation},
language = {eng},
location = {London},
isbn = {981-256-520-5},
pages = {273-282},
publisher = {World Scientific Publishing Co.},
title = {Solvability of the discrete LQR-problem under minimal assumptions},
year = {2005}
}
TY - JOUR
ID - 598184
AU - Hilscher, Roman - Zeidan, Vera
PY - 2005
TI - Solvability of the discrete LQR-problem under minimal assumptions
PB - World Scientific Publishing Co.
CY - London
SN - 9812565205
KW - Discrete linear regulator
KW - Discrete quadratic functional
KW - Riccati matrix equation
N2 - The purpose of this paper is to provide a solution to the classical discrete linear-quadratic regulator problem under minimal assumptions. In particular, we do not assume the positive or nonnegative definiteness of the coefficients. Instead, a natural condition is imposed which is necessary for minimizing the involved discrete quadratic functional. The optimal solution is constructed from a generalized discrete Riccati equation and has a feedback form.
ER -
HILSCHER, Roman a Vera ZEIDAN. Solvability of the discrete LQR-problem under minimal assumptions. In \textit{Difference Equations and Discrete Dynamical Systems}. London: World Scientific Publishing Co., 2005, s.~273-282. ISBN~981-256-520-5.
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