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...

Nonsymmetric algebraic Riccati equations for which the four coefficient matrices form an irreducible M -matrix M are considered. The emphasis is on the case where M is an irreducible singular M -matrix, which arises in the study of Markov models. The doubling algorithm is considered for finding the minimal nonnegative solution, the one of practical interest. The algorithm has been recently stud...

We first obtain by analogy with the continuous (differential) case the general solution of a discrete Riccati equation. Our results can be considered the discrete analog of Miel-nik's construction in supersymmetric quantum mechanics [J. Moreover, we establish the full equivalence of our discrete Riccati equation and a corresponding homogeneous second order discrete linear equation. We present a...

A stochastic linear quadratic (LQ) control problem is indefinite when the cost weighting matrices for the state and the control are allowed to be indefinite. Indefinite stochastic LQ theory has been extensively developed and has found interesting applications in finance. However, there remains an outstanding open problem, which is to identify an appropriate Riccati-type equation whose solvabili...

This paper investigates the use of state-dependent Riccati equation control for closed-loop guidance of the hypersonic phase of atmospheric entry. Included are a discussion of the development of the state-dependent Riccati equations, their outgrowth from Hamilton-Jacobi-Bellman theory, a discussion of the closed-loop nonlinear system’s closed-loop stability and robustness from both a theoretica...

As in the finite-dimensional case, the appropriate state feedback for the infinitedimensional H disturbance-attenuation problem may be calculated by solving a Riccati equation. This operator Riccati equation can rarely be solved exactly. We approximate the original infinitedimensional system by a sequence of finite-dimensional systems and consider the corresponding finite-dimensional disturbanc...

State-dependent Riccati equation based controllers are becoming increasingly popular because of having attractive properties like optimality, stability and robustness. This paper focuses on the design of a roll autopilot for a fin stabilized and canard controlled 122mm artillery rocket using state-dependent Riccati equation technique. Initial spin is imparted to rocket during launch and it quic...