Characterization of solutions of the discrete-time algebraic Riccati equation based on quadratic difference forms
Kojima, Chiaki, Takaba, Kiyotsugu, Kaneko, Osamu and Rapisarda, Paolo (2006) Characterization of solutions of the discrete-time algebraic Riccati equation based on quadratic difference forms. Linear Algebra and Its Applications, 416, (2-3), 1060-1082.
This paper is concerned with a characterization of all symmetric solutions to the discrete-time algebraic Riccati equation (DARE). Dissipation theory and quadratic difference forms from the behavioral approach play a central role in this paper. Along the line of the continuous-time results due to Trentelman and Rapisarda [H.L. Trentelman, P. Rapisarda, Pick matrix conditions for sign-definite solutions of the algebraic Riccati equation, SIAM J. Contr. Optim. 40 (3) (2001) 969–991], we show that the solvability of the DARE is equivalent to a certain dissipativity of the associated discrete-time state space system. As a main result, we characterize all unmixed solutions of the DARE using the Pick matrix obtained from the quadratic difference forms. This characterization leads to a necessary and sufficient condition for the existence of a non-negative definite solution. It should be noted that, when we study the DARE and the dissipativity of the discrete-time system, there exist two difficulties which are not seen in the continuous-time case. One is the existence of a storage function which is not a quadratic function of state. Another is the cancellation between the zero and infinite singularities of the dipolynomial spectral matrix associated with the DARE, due to the infinite generalized eigenvalues of the associated Hamiltonian pencil. One of the main contributions of this paper is to demonstrate how to resolve these difficulties.
|Keywords:||Discrete-time algebraic Riccati equation; Dissipative system; Quadratic difference forms; Behavioral approach; Spectral factorization; Storage function|
|Divisions:||Faculty of Physical and Applied Science > Electronics and Computer Science > Comms, Signal Processing & Control
|Date Deposited:||29 Mar 2006|
|Last Modified:||20 Aug 2012 03:52|
|Contributors:||Kojima, Chiaki (Author)
Takaba, Kiyotsugu (Author)
Kaneko, Osamu (Author)
Rapisarda, Paolo (Author)
|Further Information:||Google Scholar|
|ISI Citation Count:||3|
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
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