On the geometry of the continuous-time generalized algebraic Riccati equation arising in LQ optimal control

Ferrante, Augusto; Ntogramatzidis, Lorenzo

doi:10.1109/ECC.2015.7330801

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Access Status

Open access

Authors

Ferrante, Augusto

Ntogramatzidis, Lorenzo

Date

2015

Type

Conference Paper

Metadata

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Citation

Ferrante, A. and Ntogramatzidis, L. 2015. On the geometry of the continuous-time generalized algebraic Riccati equation arising in LQ optimal control, in Proceedings of the European Control Conference (ECC). Jul 15-17 2015, pp. 1813-1817. Linz: IEEE.

Source Title

2015 European Control Conference, ECC 2015

DOI

10.1109/ECC.2015.7330801

ISBN

9783952426937

School

Department of Mathematics and Statistics

Remarks

© 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.

URI

http://hdl.handle.net/20.500.11937/28481

Collection

Curtin Research Publications

Abstract

In this paper we analyze the properties of the set of solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. In particular, we study the relationship existing between the solutions of the generalized Riccati equation and the output-nulling subspaces of the underlying system. This analysis reveals the presence of a subspace that plays an important role in the solution of the related optimal control problem.