The Hamiltonian system related to discrete-time cheap linear quadratic Riccati (LQR) problems is analyzed in a purely geometric context, with the twofold purpose of getting a useful insight into its structural features and deriving a numerically implementable solution for the infinite-horizon case by only using the standard geometric approach routines available.
Marro, G., Prattichizzo, D., Zattoni, E. (2002). Geometric insight into discrete-time cheap and singular linear quadratic Riccati (LQR) problems. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 47(1), 102-107 [10.1109/9.981727].
Geometric insight into discrete-time cheap and singular linear quadratic Riccati (LQR) problems
PRATTICHIZZO, DOMENICO;
2002-01-01
Abstract
The Hamiltonian system related to discrete-time cheap linear quadratic Riccati (LQR) problems is analyzed in a purely geometric context, with the twofold purpose of getting a useful insight into its structural features and deriving a numerically implementable solution for the infinite-horizon case by only using the standard geometric approach routines available.
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https://hdl.handle.net/11365/7322
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