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|Title:||Non-recursive method for solving the general discrete-time Riccati equations related to the H∞ control problem||Authors:||Chen, Ben M.
|Issue Date:||Jul-1994||Citation:||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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