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Solving Discrete Algebraic Riccati Equations: A New Recursive Method

Feng, Yantao; Anderson, Brian; Chen, Weitian


In this paper, an iterative algorithm is proposed to solve discrete time algebraic Riccati equations (DARE) with a sign indefinite quadratic term, which arise from linear discrete time H∞ control. By constructing two positive semidefinite matrix sequenc

CollectionsANU Research Publications
Date published: 2009
Type: Conference paper
Source: Proceedings of IEEE Conference on Decision and Control and Chinese Control Conference 2009
DOI: 10.1109/CDC.2009.5400097


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