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Journal of Automation and Information Sciences

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Journal of Automation and Information Sciences


7 pages

Algorithm for Solving the Discrete Periodic Riccati Equation

Vladimir B. Larin
S.P. Timoshenko Institute of Mechanics of National Academy of Sciences of Ukraine, Kyiv, Ukraine

ABSTRACT

We suggest the algorithm for construction of the stabilizing solution for the discrete-time periodic Riccati equation. This algorithm is based on the linear matrix inequalities. It has no restrictions connected with singularities of matrixes, which determine the quadratic form of controlling actions in the optimizing functional, and with singularities of matrixes, which determine dynamics of an uncontrolled object.