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On a degenerate Riccati equation ∗ by
"... Abstract: In this paper, we study the existence of solutions to a degenerate algebraic Riccati equation associated to an optimal control problem with infinite time horizon. Under some assumptions on the control system, we can select a solution to this Riccati equation providing a feedback control la ..."
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Abstract: In this paper, we study the existence of solutions to a degenerate algebraic Riccati equation associated to an optimal control problem with infinite time horizon. Under some assumptions on the control system, we can select a solution to this Riccati equation providing a feedback control
A Schur method for solving algebraic Riccati equations
 IEEE Trans. Auto. Control
, 1979
"... Abstract. An exact line search method has been introduced by Benner and Byers [IEEE Trans. Autom. Control, 43 (1998), pp. 101–107] for solving continuous algebraic Riccati equations. The method is a modification of Newton’s method. A convergence theory is established in that paper for the Newtonlik ..."
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Cited by 174 (3 self)
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Abstract. An exact line search method has been introduced by Benner and Byers [IEEE Trans. Autom. Control, 43 (1998), pp. 101–107] for solving continuous algebraic Riccati equations. The method is a modification of Newton’s method. A convergence theory is established in that paper for the Newton
On the Sensitivity of Algebraic Riccati Equations
"... Consider the continuoustime algebraic Riccati equation (CARE) and the discretetime algebraic Riccati equation (DARE) which arise in linear control and system theory. Appropriate assumptions on the coe#cient matrices guarantee the existence and uniqueness of symmetric positive semidefinite stabiliz ..."
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Consider the continuoustime algebraic Riccati equation (CARE) and the discretetime algebraic Riccati equation (DARE) which arise in linear control and system theory. Appropriate assumptions on the coe#cient matrices guarantee the existence and uniqueness of symmetric positive semidefinite
An approximation theorem for the algebraic Riccati equation
 in "SIAM J. Control Optim
, 1990
"... Abstract. For an infinitedimensional linear quadratic control problem in Hilbert space, approximation of the solution of the algebraic Riccati operator equation in the strong operator topology is considered under conditions weaker than uniform exponential stability of the approximating systems. As ..."
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Cited by 12 (0 self)
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Abstract. For an infinitedimensional linear quadratic control problem in Hilbert space, approximation of the solution of the algebraic Riccati operator equation in the strong operator topology is considered under conditions weaker than uniform exponential stability of the approximating systems
Solving algebraic Riccati equations with SLICOT
 in CDROM Proc. of The 11th Mediterranean Conference on Control and Automation MED’03, June 18–20 2003, Rhodes, Greece, 2003, invited session IV01, Paper IV0101
"... Abstract — The numerical solution of algebraic Riccati equations is a central issue in computeraided control systems design. It is the key step in many computational methods for model reduction, filtering, and controller design for linear control systems. We discuss recent advances in the solvers f ..."
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Cited by 4 (1 self)
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Abstract — The numerical solution of algebraic Riccati equations is a central issue in computeraided control systems design. It is the key step in many computational methods for model reduction, filtering, and controller design for linear control systems. We discuss recent advances in the solvers
The Generalised Discrete Algebraic Riccati Equation
 in LQ optimal control”. Submitted. Manuscript available at http://arxiv.org/abs/1201.3704
"... ar ..."
We consider the algebraic Riccati equation
"... We consider the algebraic Riccati equation for which the four coefficient matrices form an Mmatrix K. When K is a nonsingular Mmatrix or an irreducible singular Mmatrix, the Riccati equation is known to have a minimal nonnegative solution and several efficient methods are available to find this s ..."
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We consider the algebraic Riccati equation for which the four coefficient matrices form an Mmatrix K. When K is a nonsingular Mmatrix or an irreducible singular Mmatrix, the Riccati equation is known to have a minimal nonnegative solution and several efficient methods are available to find
Computational Solution of the Algebraic Riccati Equation
"... The numerical solution of the algebraic Riccati equation is required in a large number of applications like linear quadratic optimal control problems, differential games and computation of Kalman filters. This paper gives a survey of computational method developed and investigated over the last thre ..."
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Cited by 2 (0 self)
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The numerical solution of the algebraic Riccati equation is required in a large number of applications like linear quadratic optimal control problems, differential games and computation of Kalman filters. This paper gives a survey of computational method developed and investigated over the last
MMatrix Algebraic Riccati Equations
, 2011
"... A new doubling algorithm – AlternatingDirectional Doubling Algorithm (ADDA) – is developed for computing the unique minimal nonnegative solution of an MMatrix Algebraic Riccati Equation (MARE). It is argued by both theoretical analysis and numerical experiments that ADDA is always faster than two ..."
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A new doubling algorithm – AlternatingDirectional Doubling Algorithm (ADDA) – is developed for computing the unique minimal nonnegative solution of an MMatrix Algebraic Riccati Equation (MARE). It is argued by both theoretical analysis and numerical experiments that ADDA is always faster than
Results 1  10
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611