Sequential decomposition of the matrix Riccati equation and its application to the linear quadratic regulator problem

DOI10.1080/00207178608933571MaRDI QIDQ3765638zbMATHOpenAlexFDO

Authors Eugene Soroka, U. Shaked

Publication date 1986

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

Full work available at URL https://doi.org/10.1080/00207178608933571

zbMATH Keywords

decompositionlinear-quadratic optimal controlmatrix differential Riccati equationmatrix algebraic Riccati equations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Matrix equations and identities (15A24) Equations involving linear operators, with operator unknowns (47A62)

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Cites work

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• A More Direct Solution of the Nearly Singular Linear Regulator Problem
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• Almost invariant subspaces: An approach to high gain feedback design--Part I: Almost controlled invariant subspaces
• Approximations to Riccati equations having slow and fast modes
• Duality and bounds for the matrix Riccati equation
• Generalized quadratic weights for asymptotic regulator properties
• On a Matrix Riccati Equation of Stochastic Control
• On the asymptotic behaviour of optimal root loci
• On the matrix Riccati equation
• Quadratic weights for asymptotic regulator properties
• Riccati differential equations
• Second-order convergent algorithms for the steady-state Riccati equation†
• The asymptotic behavior of constant-coefficient Riccati differential equations
• The optimal linear-quadratic time-invariant regulator with cheap control

Cited in

(10)

• Exact decomposition of the algebraic Riccati equation of deterministic multimodeling optimal control problems
• A gain matrix decomposition and some of its applications
• scientific article; zbMATH DE number 3948806 (Why is no real title available?)
• The discrete-time generalized algebraic Riccati equation: order reduction and solutions' structure
• scientific article; zbMATH DE number 3867765 (Why is no real title available?)
• scientific article; zbMATH DE number 3905764 (Why is no real title available?)
• A max-plus primal space fundamental solution for a class of differential Riccati equations
• Multiscale differential Riccati equations for linear quadratic regulator problems
• A new fundamental solution for differential Riccati equations arising in control
• Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition

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