The discrete-time Riccati equation related to the H/sub ∞/ control problem

Abstract

The H/sub /spl infin// control problem has been solved recently with the use of discrete-time algebraic Riccati equations. In this paper, we investigate this Riccati equation. We derive recursive methods to find the stabilizing solution of this Riccati equation. Moreover, we derive several properties of the class of positive semi-definite solutions of this equation.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>