About solution of the continuous-time algebraic Riccati equation
V. B. Larin
Abstract
V. B. Larin
Abstract
The algorithm for the construction of a stabilising solution of algebraic Riccati equation (ARE) is considered. This algorithm is required for the determination of the special solution of quadratic matrix equation. It is shown that the solution searched for this equation can be expressed through the sign function of an appropriate matrix. It is noted that the basic relation of the algorithm is based on the known relations of the matrix sign function method.
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The algorithm for the construction of a stabilising solution of algebraic Riccati equation (ARE) is considered. This algorithm is required for the determination of the special solution of quadratic matrix equation. It is shown that the solution searched for this equation can be expressed through the sign function of an appropriate matrix. It is noted that the basic relation of the algorithm is based on the known relations of the matrix sign function method.
Key concepts: Algebraic Riccati equation, Riccati equation, Matrix difference equation, Sign (mathematics), Linear-quadratic regulator, Algebraic solution, Mathematics, Matrix (chemical analysis)