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

DOI10.1080/00207179408923113MaRDI QIDQ4296435zbMATH OpenOpenAlexWikidataFDO

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

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

exponential convergencetime-invariantfinite horizonLQ problemtime-invariant matrix Riccati differential equation

Mathematics Subject Classification ID

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

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• Convergence of the time-invariant Riccati differential equation towards its strong solution for stabilizable systems
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• On deterministic and stochastic linear quadratic control problems

Cites work

• scientific article; zbMATH DE number 3641625 (Why is no real title available?)
• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• A contribution to matrix quadratic equations
• Almost analytic representation for the solution of the differential matrix Riccati equation
• Criterion for the convergence of the solution of the Riccati differential equation
• Finite escape time for Riccati differential equations
• Geometric properties and invariant manifolds of the Riccati equation
• Large finite horizon and infinite horizon lq-optimal control problems
• On the finite escape phenomena for matrix Riccati equations
• Phase Portrait of the Matrix Riccati Equation
• Superposition laws for solutions of differential matrix Riccati equations arising in control theory
• The Riccati equation
• The asymptotic behavior of constant-coefficient Riccati differential equations
• The time-invariant linear-quadratic optimal control problem

Cited in

(10)

• A unified approach to the finite-horizon linear quadratic optimal control problem*
• Classical system theory revisited for turnpike in standard state space systems and impulse controllable descriptor systems
• Convergence of the time-invariant Riccati differential equation towards its strong solution for stabilizable systems
• Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations
• Error analysis of the feedback controls arising in the stochastic linear quadratic control problems
• On the solution of the Riccati differential equation arising from the LQ optimal control problem
• Convergence and existence results for continuous- and discrete-time Riccati equations
• A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions
• 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

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