Reduced-order solution of the weakly coupled matrix difference Riccati equation

Xuemin Shen, Zoran Gajic, Muhammad T. Qureshi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

A method of obtaining the solution of the weakly coupled matrix difference Riccati equation by solving two reduced-order linear difference equations is presented. The order reduction is achieved by using a decoupling transformation applied to the Hamiltonian matrix of a weakly coupled discrete linear-quadratic control problem. Since the decoupling transformation can be obtained, up to an arbitrary degree of accuracy at very low cost, this approach produces an efficient numerical method for solving the weakly coupled difference Riccati equation.

Original languageEnglish (US)
Title of host publicationProceedings of the American Control Conference
PublisherPubl by American Automatic Control Council
Pages2437-2438
Number of pages2
ISBN (Print)0879425652, 9780879425654
DOIs
StatePublished - 1991
EventProceedings of the 1991 American Control Conference - Boston, MA, USA
Duration: Jun 26 1991Jun 28 1991

Publication series

NameProceedings of the American Control Conference
Volume3

Other

OtherProceedings of the 1991 American Control Conference
CityBoston, MA, USA
Period6/26/916/28/91

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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