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An alternative approach to discrete-time disturbance attenuation
Description
A derivation of the Riccati equation used in the discrete-time disturbance attenuation problem is presented. The approach is based on the derivation of the closed-form solution of the problem. By reducing that closed-form solution into the recursive form, the Riccati equation is derived directly. >
Journal
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- [1992] Proceedings of the 31st IEEE Conference on Decision and Control
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[1992] Proceedings of the 31st IEEE Conference on Decision and Control 3584-3585, 2005-08-24
IEEE
