An adaptive LQ controller for MIMO linear time-invariant discrete-time systems

In this paper we propose an adaptive LQ controller for a MIMO linear time-invariant discrete system. It is assumed that the state-space observer form of the system is stabilizable (not necessarily reachable). The adaptive controller is a MIMO version of Sampson's LQ controller for SISO discrete-time systems [1,2]. The feedback gains are computed using an asymptotic-synthesis procedure based on the Riccati difference equation.