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The Infinite Horizon and the Receding Horizon LQ-Problems with Partial Stabilization Constraints

  • Willems J
  • Callier F
Springer Berlin Heidelberg, (1991), 243-262
DOI: 10.1007/978-3-642-58223-3_9
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Abstract

One of the main reasons why the Riccati equation and its generalizations has become very important in the theory of control, systems, and signals, is that it shows up in a very straightforward way in the analysis of two benchmark problems in control system design and signal filtering.

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Willems, J. L., & Callier, F. M. (1991). The Infinite Horizon and the Receding Horizon LQ-Problems with Partial Stabilization Constraints. In The Riccati Equation (pp. 243–262). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-58223-3_9

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