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

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Authors
Ferrante, Augusto
Ntogramatzidis, Lorenzo
Date
2015
Type
Conference Paper
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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.

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
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Department
Department of Mathematics and Statistics
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