منابع مشابه
A review of the matrix Riccati equation
As usual, R denotes the field of real numbers, R" stands for the n-dimensional vector space over R, a prime denotes the transpose of a matrix, an asterisk denotes the complex conjugate transpose of a matrix, and P _ Q means that P — Q is hermitian or real symmetric nonnegative matrix. Square brackets represent matrices composed of the symbols inside. In order to get a better motivation for the ...
متن کاملAnalytic properties of matrix Riccati equation solutions
For matrix Riccati equations of platoontype systems and of systems arising from PDEs, assuming the coefficients are analytic functions in a suitable domain, the analyticity of the stabilizing solution is proved under various hypotheses. In addition, general results on the analytic behavior of stabilizing solutions are developed. I. NONSTANDARD RICCATI EQUATIONS In [10], [7] and elsewhere contin...
متن کاملSolving the Algebraic Riccati Equation with the Matrix Sign Function
This paper presents solne inrprovements to the matrix-sigll-fllnction algorithn~ for the alge\,raic Riccati equation. A simple reorganization changes nonsynnnetric watrix inversion5 into syinmetric niatrix inversions. Scaling accelerates convergence of the basic iteration ant1 yields a new qnadratic formula for certain 2-by-2 algebraic Riccati eqnation5. Numerical experience suggests the algori...
متن کاملExtended Matrix Pencils for the Delta-Operator Riccati Equation
Modern optimal control techniques such as H2 and H1 control rely on the solution of algebraic Riccati equations for controller synthesis. Reliable numerical techniques for numerical computation of the solution of these equations have been proposed using eigenvector or Schur decompositions of Hamiltonian matrices for continuous-time algebraic Riccati equations (CARE), or symplectic matrices for ...
متن کاملSome Upper Matrix Bounds for the Solution of the Continuous Algebraic Riccati Matrix Equation
In this paper, new upper matrix bounds for the solution of the continuous algebraic Riccati equation (CARE) are derived. Following the derivation of each bound, iterative algorithms are developed for obtaining sharper solution estimates. These bounds improve the restriction of the results proposed in a previous paper, and are more general. The proposed bounds are always calculated if the stabil...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1959
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1959-0108628-x