Abstract:
This paper addresses the problem of solving a class of periodic discrete-time Riccati equation with an indefinite sign of it's quadratic term. More precisely, we focus on...Show MoreMetadata
Abstract:
This paper addresses the problem of solving a class of periodic discrete-time Riccati equation with an indefinite sign of it's quadratic term. More precisely, we focus on the computation of the stabilizing solutions of discrete-time game theoretic periodic Riccati equations. A convergent iterative algorithm is proposed for this purpose.
Published in: 2013 European Control Conference (ECC)
Date of Conference: 17-19 July 2013
Date Added to IEEE Xplore: 02 December 2013
Electronic ISBN:978-3-033-03962-9
Contents 