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

DOI10.1080/00207179408923113zbMATH Open0813.93059OpenAlexW1965473151WikidataQ115310007 ScholiaQ115310007MaRDI QIDQ4296435FDOQ4296435

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

Recommendations

• Convergence of the time-invariant Riccati differential equation towards its strong solution for stabilizable systems
• On the solution of the Riccati differential equation arising from the LQ optimal control problem
• The convergence of the solution of a matrix Riccati equation to the maximal stationary solution in the critical case
• Convergence and existence results for continuous- and discrete-time Riccati equations
• On deterministic and stochastic linear quadratic control problems

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)

Cites Work

• Title not available (Why is that?)
• The Riccati equation
• 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
• The time-invariant linear-quadratic optimal control problem
• A contribution to matrix quadratic equations
• Title not available (Why is that?)
• 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
• On the finite escape phenomena for matrix Riccati equations
• The asymptotic behavior of constant-coefficient Riccati differential equations
• Large finite horizon and infinite horizon lq-optimal control problems

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
• Error analysis of the feedback controls arising in the stochastic linear quadratic control problems
• 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
• A parametrization of the solutions of the finite-horizon LQ problem with general cost and boundary conditions
• Convergence and existence results for continuous- and discrete-time Riccati equations
• 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

This page was built for publication: Convergence of the time-invariant Riccati differential equation and LQ-problem: mechanisms of attraction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4296435)