Geometric insight into discrete-time cheap and singular linear quadratic Riccati (LQR) problems
نویسندگان
چکیده
The Hamiltonian system related to discrete-time cheap linear quadratic Riccati (LQR) problems is analyzed in a purely geometric context, with the twofold purpose of getting a useful insight into its structural features and deriving a numerically implementable solution for the infinite-horizon case by only using the standard geometric approach routines available.
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عنوان ژورنال:
- IEEE Trans. Automat. Contr.
دوره 47 شماره
صفحات -
تاریخ انتشار 2002