C Appendix: The discrete DLMI method

Abstract

We consider the following system: xk+1 = Akxk + Bkwk, k = 0, 1, ..., N - 1, zk = Lkxk, (C.1) where x:k ∈ Rn is the state vector, wk ∈ Rq is the exogenous disturbance which is assumed to be of finite energy, zk ∈ Rm is the objective vector and x0 is an unknown initial state.