Convergence of the time-invariant Riccati differential equation and LQ-problem: mechanisms of attraction

DOI10.1080/00207179408923113zbMath0813.93059OpenAlexW1965473151WikidataQ115310007 ScholiaQ115310007MaRDI QIDQ4296435

Frank M. Callier, Jacques L. Willems, Joseph J. Winkin

Publication date: 28 May 1995

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179408923113

zbMATH Keywords

finite horizonLQ problemexponential convergencetime-invarianttime-invariant matrix Riccati differential equation

Mathematics Subject Classification ID

Asymptotic stability in control theory (93D20) Linear-quadratic optimal control problems (49N10) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (9)

Output-feedback control of linear time-varying and nonlinear systems using the forward propagating Riccati equation ⋮ Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices ⋮ A unified approach to the finite-horizon linear quadratic optimal control problem* ⋮ Convergence and existence results for continuous- and discrete-time Riccati equations ⋮ Classical System Theory Revisited for Turnpike in Standard State Space Systems and Impulse Controllable Descriptor Systems ⋮ Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations ⋮ On the solution of the Riccati differential equation arising from the LQ optimal control problem ⋮ Error analysis of the feedback controls arising in the stochastic linear quadratic control problems ⋮ A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions

Cites Work

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• Finite escape time for Riccati differential equations
• The Riccati equation
• The time-invariant linear-quadratic optimal control problem
• Large finite horizon and infinite horizon lq-optimal control problems
• Phase Portrait of the Matrix Riccati Equation
• Superposition laws for solutions of differential matrix Riccati equations arising in control theory
• Almost analytic representation for the solution of the differential matrix Riccati equation
• Criterion for the convergence of the solution of the Riccati differential equation
• Geometric properties and invariant manifolds of the Riccati equation
• On the finite escape phenomena for matrix Riccati equations
• The asymptotic behavior of constant-coefficient Riccati differential equations
• A contribution to matrix quadratic equations

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