On Riccati contraction in time-varying linear-quadratic control
Systems and Control
2023-09-06 v2 Systems and Control
Optimization and Control
Abstract
Contraction properties of the Riccati operator are studied within the context of non-stationary linear-quadratic optimal control. A lifting approach is used to obtain a bound on the rate of strict contraction, with respect to the Riemannian metric, across a sufficient number of iterations. This number of iterations is related to an assumed uniform controllability and observability property of the dynamics and stage-cost in the original formulation of the problem.
Cite
@article{arxiv.2305.06003,
title = {On Riccati contraction in time-varying linear-quadratic control},
author = {Jintao Sun and Michael Cantoni},
journal= {arXiv preprint arXiv:2305.06003},
year = {2023}
}