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  • 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.
  • 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. (en)
Title
  • Solvability of the discrete LQR-problem under minimal assumptions
  • Solvability of the discrete LQR-problem under minimal assumptions (en)
skos:prefLabel
  • Solvability of the discrete LQR-problem under minimal assumptions
  • Solvability of the discrete LQR-problem under minimal assumptions (en)
skos:notation
  • RIV/00216224:14310/05:00012935!RIV10-MSM-14310___
http://linked.open...avai/riv/aktivita
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  • P(1K04001), P(GA201/04/0580), P(KJB1019407)
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  • 543459
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  • RIV/00216224:14310/05:00012935
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  • Discrete linear regulator; Discrete quadratic functional; Riccati matrix equation (en)
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http://linked.open...ontrolniKodProRIV
  • [A644439DE150]
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  • Los Angeles
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  • London
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  • Difference Equations and Discrete Dynamical Systems
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http://linked.open...vavai/riv/projekt
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  • Šimon Hilscher, Roman
  • Zeidan, Vera
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http://linked.open.../riv/zahajeniAkce
number of pages
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  • World Scientific Publishing Co.
https://schema.org/isbn
  • 981-256-520-5
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  • 14310
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