Closed-form solution for a class of discrete-time algebraic Riccati equations

  • Authors:

  • A. J. Rojas

  • Affiliations:

  • ARC Centre of Excellence for Complex Dynamic Systems and Control, The University of Newcastle, Australia

  • Venue:
  • ACC'09 Proceedings of the 2009 conference on American Control Conference
  • Year:
  • 2009

Quantified Score

Hi-index 0.00

Visualization

Abstract

In the present paper we obtain a closed-form solution for the class of discrete-time algebraic Riccati equations (ARE) with vanishing state weighting, whenever the unstable eigenvalues are distinct. The AREs in such a class solve a minimum energy control problem for a single-input single-output (SISO) system. The obtained closed-form solution gives insight on issues such as loss of controllability and it might also prove competitive in terms of numerical precision over current solving algorithms.