On stabilizing solutions to the Riccati differential equation
Richard T. O’Brien
Abstract
Richard T. O’Brien
Abstract
Sufficient conditions are presented for the existence of a stabilizing solution to a Riccati differential equation using the notion of a pole set for a time-varying state equation previously defined by the author (1997). The results presented in this paper supplement the work of Ravi et al. (1992) and generalize the methods used in the investigation of stabilizing solutions to the algebraic Riccati equation.
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Sufficient conditions are presented for the existence of a stabilizing solution to a Riccati differential equation using the notion of a pole set for a time-varying state equation previously defined by the author (1997). The results presented in this paper supplement the work of Ravi et al. (1992) and generalize the methods used in the investigation of stabilizing solutions to the algebraic Riccati equation.
Key concepts: Riccati equation, Algebraic Riccati equation, Differential equation, Linear-quadratic regulator, Mathematics, State (computer science), Work (physics), Set (abstract data type)