Publication details
Solvability of the discrete LQR-problem under minimal assumptions
| Authors | |
|---|---|
| Year of publication | 2005 |
| Type | Article in Proceedings |
| Conference | Difference Equations and Discrete Dynamical Systems |
| MU Faculty or unit | |
| Citation | |
| Field | General mathematics |
| Keywords | Discrete linear regulator; Discrete quadratic functional; Riccati matrix equation |
| Description | The purpose of this paper is to provide a solution to the classical discrete linear-quadratic regulator problem under minimal assumptions. In particular, we do not assume the positive or nonnegative definiteness of the coefficients. Instead, a natural condition is imposed which is necessary for minimizing the involved discrete quadratic functional. The optimal solution is constructed from a generalized discrete Riccati equation and has a feedback form. |
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