Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems

DOI10.1016/0024-3795(88)90125-5zbMath0637.15008OpenAlexW2051352619MaRDI QIDQ1098908

Publication date: 1988

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(88)90125-5

zbMATH Keywords

algebraic Riccati equation eigenvalues continuous-time Riccati inequality maximal Hermitian solution

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24) Inequalities involving eigenvalues and eigenvectors (15A42)

Related Items (59)

Iterative solution of two matrix equations ⋮ The general nonstrict algebraic Riccati inequality ⋮ On the discrete Riccati equation and its applications to discrete Hamiltonian systems ⋮ Generalized $H_\infty$-optimal control of continuous-discrete linear plant ⋮ Nonnegative solutions of algebraic Riccati equations ⋮ Stabilizing solutions of the $H_ \infty$ algebraic Riccati equation ⋮ Relationships between discrete-time and continuous-time algebraic Riccati inequalities ⋮ Minimal and optimal linear discrete time-invariant dissipative scattering systems ⋮ On the confidentiality of controller states under sensor attacks ⋮ Generalized Riccati difference and differential equations ⋮ On the Newton-Kleinman method for strongly stabilizable infinite-dimensional systems ⋮ A Kleinman-Newton construction of the maximal solution of the infinite-dimensional control Riccati equation ⋮ Multiobjective $L_1/H_\infty$ controller design for systems with frequency and time domain constraints ⋮ The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation ⋮ Unnamed Item ⋮ Stability analysis and state feedback stabilization of pendulum-like systems with multiple nonlinearities ⋮ Covariance bounds for discrete-time linear systems with time-varying parameter uncertainty ⋮ A generalization of the bounded real lemma ⋮ Distributed state estimation with communication of observations ⋮ The Maximal Solution and Comparison Theorems for the Periodic Discrete-Time Riccati Equation ⋮ A separation theorem for guaranteed $H_2$ performance through matrix inequalities ⋮ On a class of rational matrix differential equations arising in stochastic control. ⋮ On the convergence of the accelerated Riccati iteration method ⋮ Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations ⋮ Discrete-time H _∞ algebraic Riccati equation and parametrization of all H _∞ filters ⋮ Totally isotropic subspaces for pairs of Hermitian forms and applications to Riccati equations ⋮ Some open problems in matrix theory arising in linear systems and control ⋮ On the discrete-time bounded real lemma with application in the characterization of static state feedback $H_ \infty$ controllers ⋮ Robust hybrid control incorporating over-saturation ⋮ Maximal solution of a certain class of periodic Riccati differential equations ⋮ Homogeneous Riccati equations versus quadratic inequalities ⋮ Stable hermitian solutions of discrete algebraic Riccati equations ⋮ Bounds on solutions to $\mathcal H _ \infty$ algebraic Riccati equations and $\mathcal H _ 2$ properties of $\mathcal H _ \infty$ central solutions ⋮ Policy Optimization for $\mathcal{H}_2$ Linear Control with $\mathcal{H}_\infty$ Robustness Guarantee: Implicit Regularization and Global Convergence ⋮ Maximal elements under the three partial orders ⋮ Two iterative algorithms for stochastic algebraic Riccati matrix equations ⋮ Linear quadratic suboptimal control with static output feedback ⋮ Newton's method for a rational matrix equation occurring in stochastic control ⋮ Generalized Riccati equations arising in stochastic games ⋮ Riccati equation approach to maximizing the complex stability radius by state feedback ⋮ Montononicity of the optimal cost in the discrete-time regulator problem and Schur complements ⋮ Mixed ${\mathcal H}_ 2/{\mathcal H}_{\infty}$ control for discrete-time systems via convex optimization ⋮ Comparison theorems for infinite-dimensional Riccati equations ⋮ Inequalities and asymptotics for Riccati matrix difference operators ⋮ Linear-quadratic zero-sum mean-field type games: optimality conditions and policy optimization ⋮ $H_{\infty}$-control by state feedback: An iterative algorithm and characterization of high-gain occurrence ⋮ Linear quadratic suboptimal control with static output feedback ⋮ Solving the infinite-dimensional discrete-time algebraic Riccati equation using the extended symplectic pencil ⋮ The limiting form of the continuous algebraic Riccati equation ⋮ Time-varying discrete Riccati equation: Some monotonicity results ⋮ ℋ_∞output feedback control for linear discrete time-varying systems via the bounded real lemma ⋮ Piecewise-linear robust control of systems with input constraints ⋮ A generalized negative imaginary lemma and Riccati-based static state-feedback negative imaginary synthesis ⋮ H${}^ 2$-optimal control with an $H^{\infty}$-constraint: The state feedback case ⋮ The solution set of the algebraic Riccati equation and the algebraic Riccati inequality ⋮ The state-feedback $H_ \infty$-problem at optimality ⋮ On the existence of a positive definite solution of the matrix equation $X+A^ T X^{-1} A=I$ ⋮ On the observer-based structure of covariance controllers ⋮ A new approach to robust guaranteed cost control for uncertain multimodeling systems

Cites Work

This page was built for publication: Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems