The existence of a unique and bounded solution of the algebraic Riccati equation of multimodel estimation and control problems (Q1111981): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-6911(88)90051-5 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2090806747 / rank | |||
Normal rank | |||
Revision as of 00:01, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The existence of a unique and bounded solution of the algebraic Riccati equation of multimodel estimation and control problems |
scientific article |
Statements
The existence of a unique and bounded solution of the algebraic Riccati equation of multimodel estimation and control problems (English)
0 references
1988
0 references
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.
0 references
existence of a unique and bounded solution
0 references
algebraic matrix Riccati equation
0 references
multimodeling
0 references
