• DocumentCode
    1488817
  • Title

    Brief paper: closed-form solution of particular case of algebraic riccati equation using Moser-Veselov equation

  • Author

    Choi, Yang-Kyu ; Park, Jongho ; Lee, Sang-Rim

  • Author_Institution
    Sch. of Electr. Eng. & Comput. Sci., Hanyang Univ., Ansan, South Korea
  • Volume
    4
  • Issue
    5
  • fYear
    2010
  • fDate
    5/1/2010 12:00:00 AM
  • Firstpage
    865
  • Lastpage
    870
  • Abstract
    An algebraic Riccati equation can be changed into a Moser-Veselov equation by deriving the symmetric and skew-symmetric conditions from the algebraic Riccati equation. The symmetric condition is changed into orthonormal one by finding an appropriate transformation matrix. Ultimately, a closed-form solution of a particular case of algebraic Riccati equation is suggested by using an orthonormal solution of the Moser-Veselov equation. An application example is also included to demonstrate the effectiveness of the method proposed.
  • Keywords
    Riccati equations; matrix algebra; Moser-Veselov equation; algebraic Riccati equation; closed-form solution; orthonormal solution; skew-symmetric conditions; symmetric conditions; transformation matrix;
  • fLanguage
    English
  • Journal_Title
    Control Theory & Applications, IET
  • Publisher
    iet
  • ISSN
    1751-8644
  • Type

    jour

  • DOI
    10.1049/iet-cta.2009.0103
  • Filename
    5463196