On positive definite solutions to the algebraic Riccati equation

DOI10.1016/0167-6911(86)90014-9zbMath0589.15009OpenAlexW2056075940MaRDI QIDQ1073872

B. George

Publication date: 1986

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(86)90014-9

zbMATH Keywords

algebraic Riccati equationstabilizabilitypositive definite solutionsHamiltonian matrixdetectability

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Algebraic methods (93B25)

Related Items

Nonnegative solutions of algebraic Riccati equations ⋮ Existence of positive-definite and semidefinite solutions of discrete-time algebraic Riccati equations ⋮ Closed-form solutions to a class of H∞-optimization problems ⋮ Exact computation of infimum for a class of continuous-time \(H_{\infty}\) optimal control problems with a nonzero direct feedthrough term from the disturbance input to the controlled output ⋮ A non-iterative method for computing the infimum in H∞ -optimization ⋮ Bounds on the solution of the algebraic Riccati equation under perturbations in the coefficients ⋮ Direct computation of infimum in discrete-time \(H_{\infty}\)optimization using measurement feedback ⋮ Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume

Cites Work

• The time-invariant linear-quadratic optimal control problem
• On the matrix Riccati equation
• On nonnegative definite solutions to matrix quadratic equations
• A contribution to matrix quadratic equations
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