Automatica, Vol.37, No.11, 1779-1786, 2001
Monotonicity of the optimal cost in the discrete-time regulator problem and Schur complements
This paper deals with the monotonicity of the optimal, rather than the more usual stabilising, cost of the discrete-time regulator problem. The approach relies on a monotonicity result on Riccati operators and on a formula for the difference of Schur complements.
Keywords:discrete-time algebraic Riccati equation;linear-quadratic optimal control;output stabilisability;optimal cost;Schur complements;matrix inequalities;discrete-time regulator problem