In this paper, by constructing the equivalent form of the continuous algebraic Riccati equation (CARE) and applying some matrix inequalities, a new lower bounds solution of the CARE is proposed. Finally, corresponding numerical examples are provided to illustrate the effectiveness of the results.

In this paper, two di erent approaches to the H1 control by state feedback are related and discussed. The rst approach is based on the solvability of an algebraic Riccati equation and the second one explores the convexity of the set de ned by a matrix inequality. New insights are provided in order to establish the relationship between the set of stabilizing gains obtained from the two di erent ...

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 ...

Let R be a commutative complex unital semisimple Banach algebra with the involution ·⋆. Sufficient conditions are given for the existence of a stabilizing solution to the H ∞ Riccati equation when the matricial data has entries from R. Applications to spatially distributed systems are discussed.

We describe a procedure based on the Krawczyk method to compute a verified enclosure for the stabilizing solution of a continuoustime algebraic Riccati equation A∗X + XA + Q = XGX, building on the work of [B. Hashemi, SCAN 2012] and adding several modifications to the Krawczyk procedure. Moreover, we describe a new O(n) direct method for verification, based on a fixed-point formulation of the e...

In this paper we study the algebraic Riccati equation corresponding to the guaranteed cost control theory for an uncertain singularly perturbed system. The construction of the controller involves solving the full-order algebraic Riccati equation with small parameter ε. Under control-oriented assumptions, we first provide the sufficient conditions such that the full-order algebraic Riccati equat...

We study the problem of strongly coprime factorization over H-infinity of the unit disc. We give a necessary and sufficient condition for the existence of such a coprime factorization in terms of an optimal control problem over the doubly infinite discrete-time axis. In particular, we show that an equivalent condition for the existence of such a coprime factorization is that both the control an...

This paper suggests a closed-form solution of particular case of an algebraic Riccati equation and its application example to optimal and smooth motion planning for a given linear quadratic performance index. Actually, the algebraic Riccati equation can be changed into Moser-Veselov equation by deriving both symmetric and skew-symmetric conditions from an algebraic Riccati equation itself. Also...