The geometry of the generalized algebraic Riccati equation and of the singular Hamiltonian system

Ntogramatzidis, Lorenzo; Ferrante, A.

doi:10.1080/03081087.2017.1415292

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Authors

Ntogramatzidis, Lorenzo

Ferrante, A.

Date

2019

Type

Journal Article

Metadata

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Citation

Ntogramatzidis, L. and Ferrante, A. 2019. The geometry of the generalized algebraic Riccati equation and of the singular Hamiltonian system. Linear and Multilinear Algebra. 67 (1): pp. 158-174.

Source Title

Linear and Multilinear Algebra

DOI

10.1080/03081087.2017.1415292

ISSN

0308-1087

School

School of Electrical Engineering, Computing and Mathematical Science (EECMS)

URI

http://hdl.handle.net/20.500.11937/68078

Collection

Curtin Research Publications

Abstract

This paper analyses the properties of the solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. This analysis reveals the presence of a subspace that may provide an appropriate degree of freedom to stabilize the system in the related optimal control problem even in cases where the Riccati equation does not admit a stabilizing solution.