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Riccati equation
, 2000
"... On a SUSY QM scheme for any linear homogeneous differential equation of the second order ..."
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On a SUSY QM scheme for any linear homogeneous differential equation of the second order
APPROXIMATION OF SOLUTIONS OF RICCATI EQUATIONS
, 2005
"... This paper deals with two interrelated issues. One is an invariant subspace approach to finding solutions for the algebraic Riccati equation for a class of infinite dimensional systems. The second is approximation of the solution of the algebraic Riccati equation by finite dimensional approximants. ..."
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Cited by 3 (0 self)
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This paper deals with two interrelated issues. One is an invariant subspace approach to finding solutions for the algebraic Riccati equation for a class of infinite dimensional systems. The second is approximation of the solution of the algebraic Riccati equation by finite dimensional approximants
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
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
REPRODUCING KERNELS AND RICCATI EQUATIONS
"... The purpose of this paper is to exhibit a connection between the Hermitian solutions of matrix Riccati equations and a class of finite dimensional reproducing kernel Krein spaces. This connection is then exploited to obtain minimal factorizations of rational matrix valued functions that are Junitar ..."
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The purpose of this paper is to exhibit a connection between the Hermitian solutions of matrix Riccati equations and a class of finite dimensional reproducing kernel Krein spaces. This connection is then exploited to obtain minimal factorizations of rational matrix valued functions that are J
Optimal control and Riccati equation
"... In this paper, we consider a stabilization problem for a fluid flow. For a perturbation of the velocity of an incoming flow on a flat plate, the laminartoturbulent transition location varies. We want to stabilize it by a suction velocity trough the plate. The linearization of the nonlinear model a ..."
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around a steady state solution leads to a linear degenerate parabolic equation. We look for a suction velocity in a feedback form, determined by solving a LQR problem with an infinite time horizon. We derive the associated optimality system and the optimal control. The study of the Riccati equation
A Riccati Equation For Stochastic ...
, 1997
"... In this note we report on a new kind of algebraic Riccati equation which we encountered when studying an H 1 type problem of disturbance attenuation for stochastic linear systems. The same equation occurs in the analysis of stability radii of linear systems with both deterministic and stochastic u ..."
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In this note we report on a new kind of algebraic Riccati equation which we encountered when studying an H 1 type problem of disturbance attenuation for stochastic linear systems. The same equation occurs in the analysis of stability radii of linear systems with both deterministic and stochastic
Solution of a Class of Riccati Equations
"... Abstract: In this paper, we derive the analytical closed form solution of a class of Riccati equations. Since it is well known that to every Riccati equation there corresponds a linear homogeneous ordinary differential equation (ODE), the result obtained is subsequently employed to derive the analyt ..."
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Abstract: In this paper, we derive the analytical closed form solution of a class of Riccati equations. Since it is well known that to every Riccati equation there corresponds a linear homogeneous ordinary differential equation (ODE), the result obtained is subsequently employed to derive
A survey of nonsymmetric Riccati equations
 Linear Algebra Appl
, 2002
"... We prove a fundamental representation formula for all solutions of the matrix Riccati differential equation (RDE) and of the corresponding algebraic Riccati equation (ARE). This formula contains the complete information on the phase portrait of (RDE) and on the structure of the set Γ of all solution ..."
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Cited by 23 (3 self)
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We prove a fundamental representation formula for all solutions of the matrix Riccati differential equation (RDE) and of the corresponding algebraic Riccati equation (ARE). This formula contains the complete information on the phase portrait of (RDE) and on the structure of the set Γ of all
Continuity Properties of Solutions to Riccati equations
"... In H 2 and H# optimal control (semi) stabilizing solutions of algebraic Riccati equations play an essential role. It is wellknown that these solutions might have discontinuities as a function of the system parameters. The paper shows that these discontinuities are directly linked to nonleftinvert ..."
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In H 2 and H# optimal control (semi) stabilizing solutions of algebraic Riccati equations play an essential role. It is wellknown that these solutions might have discontinuities as a function of the system parameters. The paper shows that these discontinuities are directly linked to non
Results 1  10
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1,353