Normal forms of symplectic pencils and the discrete-time algebraic Riccati equation
نویسندگان
چکیده
منابع مشابه
Intervals of solutions of the discrete-time algebraic Riccati equation
If two solutions Y ≤ Z of the DARE are given then the set of solutions X with Y ≤ X ≤ Z can be parametrized by invariant subspaces of the closed loop matrix corresponding to Y . The paper extends the geometric theory of Willems from the continuous-time to the discrete-time ARE making the weakest possible assumptions.
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1991
ISSN: 0024-3795
DOI: 10.1016/0024-3795(91)90241-n