Non-recursive method for solving the general discrete-time Riccati equations related to H∞ control problem

Ben M. Chen; Ali Saberi; Yacov Shamash

Non-recursive method for solving the general discrete-time Riccati equations related to H_∞ control problem

Ben M. Chen
, Ali Saberi
, Yacov Shamash

Electrical Engineering

Stony Brook University

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

In this paper we propose a non-recursive method for solving the general (discrete-time algebraic Riccati equation related to the H_∞ control problem (H_∞-DARE). We have achieved this by casting the problem of solving a given H_∞-DARE to the problem of solving an auxiliary continuous-time algebraic Riccati equation associated with the H_∞ control problem (H_∞-CARE) for which the well known non-recursive methods of solving are available. The advantages of our approach are: it reduces the computation involved in the recursive algorithms while giving much more accurate solutions, and it readily provides the properties of the general H_∞-DARE.

Original language	English
Title of host publication	American Control Conference
Publisher	Publ by IEEE
Pages	2649-2653
Number of pages	5
ISBN (Print)	0780308611
State	Published - 1993
Event	Proceedings of the 1993 American Control Conference - San Francisco, CA, USA Duration: Jun 2 1993 → Jun 4 1993

Publication series

Name	American Control Conference

Conference

Conference	Proceedings of the 1993 American Control Conference
City	San Francisco, CA, USA
Period	06/2/93 → 06/4/93

Cite this

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title = "Non-recursive method for solving the general discrete-time Riccati equations related to H∞ control problem",

abstract = "In this paper we propose a non-recursive method for solving the general (discrete-time algebraic Riccati equation related to the H∞ control problem (H∞-DARE). We have achieved this by casting the problem of solving a given H∞-DARE to the problem of solving an auxiliary continuous-time algebraic Riccati equation associated with the H∞ control problem (H∞-CARE) for which the well known non-recursive methods of solving are available. The advantages of our approach are: it reduces the computation involved in the recursive algorithms while giving much more accurate solutions, and it readily provides the properties of the general H∞-DARE.",

author = "Chen, \{Ben M.\} and Ali Saberi and Yacov Shamash",

year = "1993",

language = "English",

isbn = "0780308611",

series = "American Control Conference",

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note = "Proceedings of the 1993 American Control Conference ; Conference date: 02-06-1993 Through 04-06-1993",

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T1 - Non-recursive method for solving the general discrete-time Riccati equations related to H∞ control problem

AU - Chen, Ben M.

AU - Saberi, Ali

AU - Shamash, Yacov

PY - 1993

Y1 - 1993

N2 - In this paper we propose a non-recursive method for solving the general (discrete-time algebraic Riccati equation related to the H∞ control problem (H∞-DARE). We have achieved this by casting the problem of solving a given H∞-DARE to the problem of solving an auxiliary continuous-time algebraic Riccati equation associated with the H∞ control problem (H∞-CARE) for which the well known non-recursive methods of solving are available. The advantages of our approach are: it reduces the computation involved in the recursive algorithms while giving much more accurate solutions, and it readily provides the properties of the general H∞-DARE.

AB - In this paper we propose a non-recursive method for solving the general (discrete-time algebraic Riccati equation related to the H∞ control problem (H∞-DARE). We have achieved this by casting the problem of solving a given H∞-DARE to the problem of solving an auxiliary continuous-time algebraic Riccati equation associated with the H∞ control problem (H∞-CARE) for which the well known non-recursive methods of solving are available. The advantages of our approach are: it reduces the computation involved in the recursive algorithms while giving much more accurate solutions, and it readily provides the properties of the general H∞-DARE.

UR - https://www.scopus.com/pages/publications/0027335162

M3 - Conference contribution

AN - SCOPUS:0027335162

SN - 0780308611

T3 - American Control Conference

SP - 2649

EP - 2653

BT - American Control Conference

PB - Publ by IEEE

T2 - Proceedings of the 1993 American Control Conference

Y2 - 2 June 1993 through 4 June 1993

ER -

Non-recursive method for solving the general discrete-time Riccati equations related to H_∞ control problem

Abstract

Publication series

Conference

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