Nonlinear Eigenvalue Approach to Differential Riccati Equations for Contraction Analysis

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Publication:4567008

DOI10.1109/TAC.2017.2655443zbMATH Open1390.93370arXiv1607.05780OpenAlexW2963455110MaRDI QIDQ4567008FDOQ4567008


Authors: Yu Kawano, T. Ohtsuka Edit this on Wikidata


Publication date: 27 June 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: In this paper, we extend the eigenvalue method of the algebraic Riccati equation to the differential Riccati equation (DRE) in contraction analysis. One of the main results is showing that solutions to the DRE can be expressed as functions of nonlinear eigenvectors of the differential Hamiltonian matrix. Moreover, under an assumption for the differential Hamiltonian matrix, real symmetricity, regularity, and positive semidefiniteness of solutions are characterized by nonlinear eigenvalues and eigenvectors.


Full work available at URL: https://arxiv.org/abs/1607.05780







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