The algebraic Riccati inequality: parametrization of solutions, tightest local frames and generalized feedback matrices

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Asymmetric Algebraic Riccati Equation: A homeomorphic parametrization of the set of solutions

In this paper, asymmetric Algebraic Riccati Equations are analyzed. We derive a new parametrization of the set of solutions, which may be viewed as alternative to the classical one based on Lagrangian subspaces of a “pseudo-Hamiltonian” matrix. Generalizing the symmetric case, the proposed parametrization is given in terms of pairs of invariant subspaces of two related “feedback” matrices. Exte...

متن کامل

A Parametrization of Solutions of the Discrete-time Algebraic Riccati Equation Based on Pairs of Opposite Unmixed Solutions

The paper describes the set of solutions of the discrete-time algebraic Riccati equation. It is shown that each solution is a combination of a pair of opposite unmixed solutions. There is a one-to-one correspondence between solutions and invariant subspaces of the closed loop matrix of an unmixed solution. The results of the paper provide an extended counterpart of the parametrization theory of...

متن کامل

Generalized Solutions of Riccati Equalities and Inequalities

In this talk we present the Riccati inequality and equality for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results are based on earlier work on the Kalman-Yakubovich-Popov inequality in [AKP1]. The main theorems are closely related to the results of Yu.M. Arlinskĭı [ARL]. The main difference is that we do not assume the original ...

متن کامل

All unmixed solutions of the algebraic Riccati equation using Pick matrices

In this short paper we study the existence of positive and negative semide nite solutions of the algebraic Riccati equation corresponding to linear quadratic problems with an inde nite cost functional. An important role is played by certain two-variable polynomial matrices associated with the algebraic Riccati equation. We characterize al unmixed solutions in terms of the Pick matrices associat...

متن کامل

Ela the Algebraic Riccati Equation with Toeplitz Matrices as Coefficients∗

It is shown that, under appropriate assumptions, the continuous algebraic Riccati equation with Toeplitz matrices as coefficients has Toeplitz-like solutions. Both infinite and sequences of finite Toeplitz matrices are considered, and also studied is the finite section method, which consists in approximating infinite systems by large finite truncations. The results are proved by translating the...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Linear Algebra and its Applications

سال: 1999

ISSN: 0024-3795

DOI: 10.1016/s0024-3795(99)00030-0