Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/80826
Title: Non-recursive method for solving the general discrete-time Riccati equations related to the H∞ control problem
Authors: Chen, Ben M. 
Saberi, Ali
Shamash, Yacov
Issue Date: Jul-1994
Source: Chen, Ben M.,Saberi, Ali,Shamash, Yacov (1994-07). Non-recursive method for solving the general discrete-time Riccati equations related to the H∞ control problem. International Journal of Robust and Nonlinear Control 4 (4) : 503-519. ScholarBank@NUS Repository.
Abstract: In this paper we propose a nonrecursive method for solving the general discrete-time algebraic Riccati equation related to the H∞ control problem (H∞-DARE). We have achieved this by casting the problem of solving a given H∞DARE to the problem of solving an auxiliary continuous-time algebraic Riccati equation associated with the H∞ control problem (H∞-CARE) for which the well known nonrecursive methods of solving are available. The advantages of our approach are: it reduces the computation involved in the recursive algorithms while giving much more accurate solutions, and it readily provides the properties of the general H∞-DARE.
Source Title: International Journal of Robust and Nonlinear Control
URI: http://scholarbank.nus.edu.sg/handle/10635/80826
ISSN: 10498923
Appears in Collections:Staff Publications

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