Algebraic Riccati equations
نویسندگان
چکیده
منابع مشابه
Analytical and Verified Numerical Results Concerning Interval Continuous-time Algebraic Riccati Equations
This paper focuses on studying the interval continuous-time algebraic Riccati equation A∗X + XA + Q − XGX = 0, both from the theoretical aspects and the computational ones. In theoretical parts, we show that Shary’s results for interval linear systems can only be partially generalized to this interval Riccati matrix equation. We then derive an efficient technique for enclosing the united stable...
متن کاملOptimal integrated passive/active design of the suspension system using iteration on the Lyapunov equations
In this paper, an iterative technique is proposed to solve linear integrated active/passive design problems. The optimality of active and passive parts leads to the nonlinear algebraic Riccati equation due to the active parameters and some associated additional Lyapunov equations due to the passive parameters. Rather than the solution of the nonlinear algebraic Riccati equation, it is proposed ...
متن کاملTransformations Between Discrete-time and Continuous-time Algebraic Riccati Equations
We introduce a transformation between the discrete-time and continuoustime algebraic Riccati equations. We show that under mild conditions the two algebraic Riccati equations can be transformed from one to another, and both algebraic Riccati equations share common Hermitian solutions. The transformation also sets up the relations about the properties, commonly in system and control setting, tha...
متن کاملConvergence analysis of spectral Tau method for fractional Riccati differential equations
In this paper, a spectral Tau method for solving fractional Riccati differential equations is considered. This technique describes converting of a given fractional Riccati differential equation to a system of nonlinear algebraic equations by using some simple matrices. We use fractional derivatives in the Caputo form. Convergence analysis of the proposed method is given an...
متن کاملRiccati Equations from Stochastic LQR Problem
In this paper we consider a class of matrix Riccati equations arising from stochastic LQR problems. We prove a monotonicity of solutions to the differential Riccati equations, which leads to a necessary and sufficient condition for the existence of solutions to the algebraic Riccati equations. In addition, we obtain results on comparison, uniqueness, stabilizability and approximation for soluti...
متن کاملGeneral Algebraic and Differential Riccati Equations from Stochastic LQR Problems with Infinite Horizon
This is a continuation of the paper [12]. We consider general matrix Riccati equations, including those from stochastic linear regulator problems with infinite horizon. For differential Riccati equations, we prove a monotonicity of solutions, which leads to a necessary and sufficient condition for the existence of solutions to algebraic Riccati equations. For solutions to the algebraic Riccati ...
متن کامل