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Pick Matrix Conditions for Sign-Definite Solutions of the Algebraic Riccati Equation

✍ Scribed by Trentelman, H. L.; Rapisarda, P.

Book ID: 118207826
Publisher: Society for Industrial and Applied Mathematics
Year: 2001
Tongue: English
Weight: 259 KB
Volume: 40
Category: Article
ISSN: 0363-0129
DOI: 10.1137/s036301290036851x

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📜 SIMILAR VOLUMES

Existence condition of positive-definite

Existence condition of positive-definite solutions for algebraic matrix riccati equations

✍ Hiroyuki Kano 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 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: “Existence conditions of po

Comments on: “Existence conditions of positive-definite solutions for algebraic matrix Riccati equations”

✍ R.H. Kwong; T.J. Richardson 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 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

Numerical solutions of the algebraic mat

Numerical solutions of the algebraic matrix Riccati equation

✍ Hans M. Amman; Heinz Neudecker 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 349 KB

The linear-quadratic control model is one of the most widely used control models in both empirical and theoretical economic modeling. In order to obtain the equilibrium solution of this control model, the so-called algebraic matrix Riccati equation has to be solved. In this note we present a numeric

Parallel solution of Riccati matrix equa

Parallel solution of Riccati matrix equations with the matrix sign function

✍ Enrique S. Quintana-Orti; Vicente Hernandez 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 687 KB

The algebraic Riccati equation: conditio

The algebraic Riccati equation: conditions for the existence and uniqueness of solutions

✍ Harald K. Wimmer 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 507 KB

New solution bounds for the discrete alg

New solution bounds for the discrete algebraic matrix Riccati equation

✍ Chien-Hua Lee; Tsung-Lieh Hsien 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 96 KB 👁 2 views

New upper and lower matrix bounds and the corresponding eigenvalue bounds on the solution of the discrete algebraic Riccati equation are discussed in this paper. The present bounds are tighter than the majority of those found in the literature.