Add to ORKGThe solution of the Riccati equation for certain discrete-time linear stochastic systems can attain a constant value in certain directions after a limited number of iterations, thus enabling a reduction in the effective order of the Riccati equation. These results do not have exact continuous-time analogs. In this paper the authors explain the reasons for this, chiefly by introducing the concept of predictable directions along which the solution goes to zero rather than a nonzero constant.Anglai
Abstract. The paper describes the set of solutions of the discrete-time algebraic Riccati equa-tion....
The design of computer-based optimal controllers for synchronous machines has been the subject of a ...
International audienceWe consider in this paper the problem of a zero-sum two players linear quadrat...
The solution of the Riccati equation for certain discrete-time linear stochastic systems can attain ...
A constant direction of the Riccati equation associated with a class of singular discrete-time optim...
Abstract. This paper is an addendum of [6]. Sufficient conditions for the existence of the minimal s...
We investigate the problem for solving a discrete-time periodic gen- eralized Riccati equation with...
Research Doctorate - Doctor of Philosophy (PhD)the thesis deals with some aspects of the theory of c...
The state dependent Riccati equation was originally developed for the continuous time systems. In th...
It is a well-known, yet poorly understood fact that, contrary to the continuous-time case, the same ...
This is the first part of a two-part work [26], [27], on the self-adjoint solutions P of the discret...
International audienceWe revisit and extend the Riccati theory, unifying continuous-time linear-quad...
In this paper we shall present two new algorithms for solution of the discrete-time algebraic Riccat...
This is the second part of a two-part work [26], [27], on the self-adjoint solutions P of the discre...
The optimal control law is derived for discrete-time linear stochastic systems with quadratic perfor...
Abstract. The paper describes the set of solutions of the discrete-time algebraic Riccati equa-tion....
The design of computer-based optimal controllers for synchronous machines has been the subject of a ...
International audienceWe consider in this paper the problem of a zero-sum two players linear quadrat...
The solution of the Riccati equation for certain discrete-time linear stochastic systems can attain ...
A constant direction of the Riccati equation associated with a class of singular discrete-time optim...
Abstract. This paper is an addendum of [6]. Sufficient conditions for the existence of the minimal s...
We investigate the problem for solving a discrete-time periodic gen- eralized Riccati equation with...
Research Doctorate - Doctor of Philosophy (PhD)the thesis deals with some aspects of the theory of c...
The state dependent Riccati equation was originally developed for the continuous time systems. In th...
It is a well-known, yet poorly understood fact that, contrary to the continuous-time case, the same ...
This is the first part of a two-part work [26], [27], on the self-adjoint solutions P of the discret...
International audienceWe revisit and extend the Riccati theory, unifying continuous-time linear-quad...
In this paper we shall present two new algorithms for solution of the discrete-time algebraic Riccat...
This is the second part of a two-part work [26], [27], on the self-adjoint solutions P of the discre...
The optimal control law is derived for discrete-time linear stochastic systems with quadratic perfor...
Abstract. The paper describes the set of solutions of the discrete-time algebraic Riccati equa-tion....
The design of computer-based optimal controllers for synchronous machines has been the subject of a ...
International audienceWe consider in this paper the problem of a zero-sum two players linear quadrat...