The existence of a unique and bounded solution of the algebraic Riccati equation of multimodel estimation and control problems (Q1111981): Difference between revisions
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Revision as of 23:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | The existence of a unique and bounded solution of the algebraic Riccati equation of multimodel estimation and control problems |
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The existence of a unique and bounded solution of the algebraic Riccati equation of multimodel estimation and control problems (English)
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1988
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The existence of a unique and bounded solution is established for the algebraic matrix Riccati equation appearing in multimodeling \[ P(\epsilon_ 1,\epsilon_ 2)A(\epsilon_ 1,\epsilon_ 2)+A^ T(\epsilon_ 1,\epsilon_ 2)P(\epsilon_ 1,\epsilon_ 2)+D^ TD- P(\epsilon_ 1,\epsilon_ 2)S(\epsilon_ 1,\epsilon_ 2)P(\epsilon_ 1,\epsilon_ 2)=0 \] where \(A(\epsilon_ 1,\epsilon_ 2)\), \(S(\epsilon_ 1,\epsilon_ 2)\) and D are known matrices and \(\epsilon_ 1\), \(\epsilon_ 2\) are two small positive parameters of the same order of magnitude. This result is obtained under standard control oriented assumptions imposed on the slow and fast subsystems and by applying the implicit function theorem.
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existence of a unique and bounded solution
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algebraic matrix Riccati equation
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multimodeling
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