First, the existence conditions on the solutions to the algebraic Riccati equation are reviewed. Then, a strict proof is presented for a necessary and sufficient condition on the existence of a unique optimal positive definite solution to this equation. By using this condition, some untrue results on the design of robust decentralized controllers are corrected.

We give an overview of how the Riccati equation makes its appearance in the stability analysis of linear systems with delays. We avoid complexities as time-invariance, added perturbations, distributed delays etc, to get to the main issues. Most generalizations can be or have been carried out, but do not add substantially to our understanding. We also show the connection between quadratic stabil...

A special instance of the algebraic Riccati equation XCX−XE−AX+B = 0 where the n × n matrix coefficients A,B,C,E are rank structured matrices is considered. Relying on the structural properties of Cauchy-like matrices, an algorithm is designed for performing the customary Newton iteration in O(n2) arithmetic operations (ops). The same technique is used to reduce the cost of the algorithm propos...

In this paper, optimal control for stochastic linear singular Takagi-Sugeno (T-S) fuzzy system with quadratic performance is obtained using ant colony programming (ACP). To obtain the optimal control, the solution of matrix Riccati differential equation (MRDE) is computed by solving differential algebraic equation (DAE) using ACP approach. The solution of this novel method is compared with the ...

Based on computerized symbolic computation and a new general ansatz,an extended Riccati equation rational expansion method is presented to construct multiple exact solutions for nonlinear evolution equations and implemented in a computer algebraic system.The validity and reliability of the method are tested by its application to four nonlinear evolution equations arising in physics,namely,gener...

The modified method of simplest equation is applied to the extended Korteweg de Vries equation and to generalized Camassa Holm equation. Exact traveling wave solutions of these two nonlinear partial differential equations are obtained. The equations of Bernoulli, Riccati and the extended tanh equation are used as simplest equations. Some of the obtained solutions correspond to surface water wav...

In this paper, a new numerical method for solving the fractional Riccati differential  equation is presented. The fractional derivatives are described in the Caputo sense. The method is based upon  fractional-order Bernoulli functions approximations. First, the  fractional-order Bernoulli functions and  their properties are  presented. Then, an operational matrix of fractional order integration...

A discrete-time algebraic Riccati equation (DARE) is a set of non-linear equations. One of the oldest, best studied, numerical methods for solving it, is Newton's method. Finding a stabilizing starting guess which is already close to the desired solution is crucial. We propose to compute an approximate solution of the DARE by the (butterry) SZ algorithm applied to the corresponding symplectic p...