Monotonicity of the optimal cost in the discrete-time regulator problem and Schur complements

Authors
Clements, DJ Wimmer, HK
Citation
Dj. Clements et Hk. Wimmer, Monotonicity of the optimal cost in the discrete-time regulator problem and Schur complements, AUTOMATICA, 37(11), 2001, pp. 1779-1786
Citations number
19
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
AUTOMATICA
ISSN journal
00051098 → ACNP
Volume
37
Issue
11
Year of publication
2001
Pages
1779 - 1786
Database
ISI
SICI code
0005-1098(200111)37:11<1779:MOTOCI>2.0.ZU;2-D
Abstract
This paper deals with the monotonicity of the optimal, rather than the more usual stabilising, cost of the discrete-time regulator problem. The approa ch relies on a monotonicity result on Riccati operators and on a formula fo r the difference of Schur complements. (C) 2001 Elsevier Science Ltd. All r ights reserved.