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Existence of positive-definite and semidefinite solutions of discrete-time algebraic Riccati equations

✍ Scribed by WIMMER, HARALD K.

Book ID
126688731
Publisher
Taylor and Francis Group
Year
1994
Tongue
English
Weight
267 KB
Volume
59
Category
Article
ISSN
0020-7179

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πŸ“œ SIMILAR VOLUMES

Existence condition of positive-definite
Existence condition of positive-definite solutions for algebraic matrix riccati equations
✍ Hiroyuki Kano πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 453 KB

Algebraic matrix Riccati equations are considered which arise in the optimal filtering as well as in control problems of continuous time-invariant systems. A necessary and sufficient condition is established for the existence of unique positivedefinite solutions and the asymptotically stable closed-

Comments on: β€œExistence conditions of po
Comments on: β€œExistence conditions of positive-definite solutions for algebraic matrix Riccati equations”
✍ R.H. Kwong; T.J. Richardson πŸ“‚ Article πŸ“… 1989 πŸ› Elsevier Science 🌐 English βš– 46 KB

It is pointed out that the main results in a recent paper by Kano (1987) have previously been published in the literature. IN KANO (1987), necessary and sufficient conditions are given for the existence and uniqueness of positive definite solutions to the algebraic Riccati equation and asymptotic s

Existence and uniqueness of unmixed solu
Existence and uniqueness of unmixed solutions of the discrete-time algebraic Riccati equation
✍ David J. Clements; Harald K. Wimmer πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 193 KB

A solution X of a discrete-time algebraic Riccati equation is called unmixed if the corresponding closed-loop matrix (X ) has the property that the common roots of det(sI -(X )) and det(I -s (X ) \* ) (if any) are on the unit circle. A necessary and su cient condition is given for existence and uniq