Publication details

Solvability of the discrete LQR-problem under minimal assumptions

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Year of publication 2005
Type Article in Proceedings
Conference Difference Equations and Discrete Dynamical Systems
MU Faculty or unit

Faculty of Science

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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