Solvability Criterion for the Constrained Discrete Lyapunov and Riccati Equations

N. Sharav-Schapiro, Z. J. Palmor and A. Steinberg
Additional contact information
N. Sharav-Schapiro: Technion-Israel Institute of Technology
Z. J. Palmor: Technion-Israel Institute of Technology
A. Steinberg: Technion-Israel Institute of Technology

Journal of Optimization Theory and Applications, 1997, vol. 92, issue 1, No 8, 149-160

Abstract: Abstract Conditions for the solvability of the discrete Lyapunov and the discrete Riccati equations subject to linear equality constraints are derived. These problems arise naturally in the context of output min-max robust control. It is shown that the following problems are equivalent to one another: (a) the solvability of the constrained discrete Riccati equation; and (b) the existence of a feedback gain that guarantees the solvability of the constrained discrete Lyapunov equation of the resulting closed loop. A simple criterion for the existence of a solution to both problems is presented. These problems are shown to be related to the discrete positive real property.

Keywords: Discrete systems; constrained Lyapunov equation; constrained Riccati equation; discrete positive real property (search for similar items in EconPapers)
Date: 1997
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1023/A:1022644231318 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:92:y:1997:i:1:d:10.1023_a:1022644231318

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1023/A:1022644231318

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().