On the structure of the solution of continuous-time algebraic Riccati equations with closed-loop eigenvalues on the imaginary axis
MetadataShow full item record
Funding and Sponsorship
This paper proposes a decomposition of the continuous-time algebraic Riccati equation aimed at eliminating the problem of the presence of closed-loop eigenvalues on the imaginary axis. In particular, we show that it is possible to parameterize the the entire set of solutions of the given Riccati equation in terms of the solutions of a reduced-order Riccati equation, which is associated to a Hamiltonian matrix with no eigenvalues on the imaginary axis, and some free parameters arising from the presence of imaginary eigenvalues of the Hamiltonian matrix.
Showing items related by title, author, creator and subject.
Reduction of discrete algebraic riccati equations: Elimination of generalized eigenvalues on the unit circleFerrante, A.; Ntogramatzidis, Lorenzo (2018)The purpose of this paper is to introduce a two-stage procedure that can be used to decompose a discrete-time algebraic Riccati equation into a trivial part, a part that is entirely arbitrary, and a part that can be ...
Ferrante, A.; Ntogramatzidis, Lorenzo (2017)Three hundred years have passed since Jacopo Francesco Riccati analyzed a quadratic differential equation that would have been of crucial importance in many fields of engineering and applied mathematics. Indeed, countless ...
Ferrante, A.; Ntogramatzidis, Lorenzo (2013)This paper proposes a reduction technique for the generalized Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalized discrete algebraic Riccati ...