A parametrization of the nonnegative definite solutions of the algebraic Riccati equation

DOI10.1016/S0005-1098(97)00193-3MaRDI QIDQ1129641zbMATH OpenFDO

Authors Domenico D'Alessandro

Publication date 12 July 1999

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0005-1098(97)00193-3

zbMATH Keywords

algebraic Riccati equationclassification of solutionslargest solutionnonnegative definite solutionsparametrizationprojectionrepresentation formulasstabilizability

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Linear-quadratic optimal control problems (49N10) Model systems in control theory (93C99) Stabilization of systems by feedback (93D15)

Review text

The author studies the set \(\mathcal P\) of Hermitian nonnegative definite solutions of the continuous time algebraic Riccati equation \(A^{*}P+PA-PBB^{*}P+C^{*}C=0\). Using the parametrization result of \textit{H. K. Wimmer} [SIAM J. Control Optim. 32, No. 4, 995-1007 (1994; Zbl 0799.93034)], he proves a theorem according to which any solution in the set \(\mathcal P\) can be represented as the product of the largest solution and a projection. This extends the results of \textit{F. M. Callier} and \textit{J. L. Willems} [IEEE Trans. Automat. Control AC-26, 1232-1242 (1981; Zbl 0472.93032)] and \textit{T. Ando} [Matrix quadratic equations (1988; Zbl 0645.34001)] proved under the hypothesis of stabilizability of the pair \((A,B)\). The analysis of the present paper only assumes the existence of a largest solution in \(\mathcal P\). The results are illustrated by a numerical example.

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Cites work

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Cited in

(10)

• A noniterative algebraic solution for Riccati equations satisfying two- point boundary-value problems
• On parameter dependence of solutions of algebraic Riccati equations
• The algebraic Riccati inequality: parametrization of solutions, tightest local frames and generalized feedback matrices
• Intervals of solutions of the discrete-time algebraic Riccati equation
• Nonnegative solutions of algebraic Riccati equations
• On applications of Schauder's fixed-point theorem for the solution of the non-symmetric algebraic Riccati equation
• Representation of contractive solutions of a class of algebraic Riccati equations as characteristic functions of maximal dissipative operators
• scientific article; zbMATH DE number 5654195 (Why is no real title available?)
• Decomposition and Parametrization of Semidefinite Solutions of the Continuous-Time Algebraic Riccati Equation
• Solving the nonnegative solution for a (shifted) nonsymmetric algebraic Riccati equation in the critical case

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