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

✍ Scribed by Harald K. Wimmer

Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
507 KB
Volume
58
Category
Article
ISSN
0024-3795

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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-

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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

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Existence and Uniqueness of Contractive Solutions of Some Riccati Equations
✍ 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.

New solution bounds for the discrete alg
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✍ Chien-Hua Lee; Tsung-Lieh Hsien πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 96 KB πŸ‘ 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.