• DocumentCode
    3284717
  • Title

    On the solution of a class of algebraic Riccati equations with repeated unstable eigenvalues

  • Author

    Rojas, A.J.

  • Author_Institution
    ARC Centre of Excellence for Complex Dynamic Syst. & Control, Univ. of Newcastle, Newcastle, NSW, Australia
  • fYear
    2010
  • fDate
    June 30 2010-July 2 2010
  • Firstpage
    1111
  • Lastpage
    1116
  • Abstract
    In the present paper we obtain a closed-form solution for the class of continuous-time algebraic Riccati equations (AREs) with vanishing state weight. The AREs in such a class solve a minimum energy control problem. The present work extends on previous preliminary results by considering the more challenging case of repeated unstable eigenvalues. The obtained closed-form solution gives insight on issues such as loss of controllability and it might also prove comparable in terms of numerical precision over current solving algorithms.
  • Keywords
    Riccati equations; continuous time systems; controllability; eigenvalues and eigenfunctions; power control; stochastic systems; algebraic Riccati equation; closed form solution; controllability loss; minimum energy control; repeated unstable eigenvalue; state weight; AWGN; Additive noise; Additive white noise; Closed-form solution; Eigenvalues and eigenfunctions; Gaussian noise; Hydrogen; Riccati equations; Signal to noise ratio; Transfer functions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference (ACC), 2010
  • Conference_Location
    Baltimore, MD
  • ISSN
    0743-1619
  • Print_ISBN
    978-1-4244-7426-4
  • Type

    conf

  • DOI
    10.1109/ACC.2010.5530962
  • Filename
    5530962