In this paper, we investigate a mean-square stabilizing solution to a modified algebraic Riccati equation (MARE), which arises in our previous work on the linear quadratic optimal control for linear time-invariant discrete systems with random input gains. An explicit necessary and sufficient condition ensuring the existence of a mean-square stabilizing solution is given directly in terms of the...

We study numerical methods for finding the maximal symmetric positive definite solution of the nonlinear matrix equation X = Q + LX−1LT , where Q is symmetric positive definite and L is nonsingular. Such equations arise for instance in the analysis of stationary Gaussian reciprocal processes over a finite interval. Its unique largest positive definite solution coincides with the unique positive...

in this paper, we use the continuous legendre wavelets on the interval [0,1] constructed by razzaghi m. and yousefi s. [6] to solve the linear second kind integral equations. we use quadrature formula for the calculation of the products of any functions, which are required in the approximation for the integral equations. then we reduced the integral equation to the solution of linear algebraic ...

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...

We study numerical methods for finding the maximal symmetric positive definite solution of the nonlinear matrix equation X = Q + LX−1LT , where Q is symmetric positive definite and L is nonsingular. Such equations arise for instance in the analysis of stationary Gaussian reciprocal processes over a finite interval. Its unique largest positive definite solution coincides with the unique positive...

In this paper we solve two problems in linear systems theory: the computation of the inner–outer and spectral factorizations of a continuous–time system considered in the most general setting. We show that these factorization problems rely essentially on solving for the stabilizing solution a standard algebraic Riccati equation of order usually much smaller than the McMillan degree of the trans...

We revisit the problem of semi-global stabilization of linear discrete-time systems subject to input saturation and give an algebraic Riccati equation (ARE)-based approach to the proof of a fact we established earlier ((?]), i.e., a linear discrete-time system subject to input saturation is semi-globally stabilizable via linear feedback as long as the linear system in the absence of the saturat...