An iterative technique for the computation of the steady state gains for the discrete optimal regulator¶
Authors: G. Hewer
Published: 1971 (Journal Paper)
Source: IEEE Transactions on Automatic Control
Algorithm: Discrete Riccati Iteration
DOI: 10.1109/TAC.1971.1099755
Summary¶
Abstract¶
In this correspondence an algorithm is presented for computing the steady-state optimal feedback law of the discrete-time invariant linear regulator that converges quadratically in a neighborhood of the steady state.