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Matrix Riccati inequality: Existence of solutions

✍ Scribed by L.E. Faibusovich

Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
455 KB
Volume
9
Category
Article
ISSN
0167-6911

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πŸ“œ SIMILAR VOLUMES

Global Existence and Stability of Soluti
Global Existence and Stability of Solutions of Matrix Riccati Equations
✍ Jonq Juang πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 97 KB

We consider a matrix Riccati equation containing two parameters c and ␣. The quantity c denotes the average total number of particles emerging from a collision, Ε½ . Ε½ . which is assumed to be conservative i.e., 0c F 1 , and ␣ 0 F ␣ -1 is an Γ„Ε½ . 4 angular shift. Let S s c, ␣ : 0c F 1 and 0 F ␣ -1 .

Existence condition of positive-definite
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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-

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✍ 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 Contractive
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✍ Vadim Adamjan; Heinz Langer; Christiane Tretter πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 180 KB

In this paper we establish criteria for the existence and uniqueness of contractive solutions K of the Riccati equation KBK+KA&DK&C=0 under the assumption that the spectra of A and D are disjoint.