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
fDate :
5/1/2010 12:00:00 AM
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;
Journal_Title :
Control Theory & Applications, IET
DOI :
10.1049/iet-cta.2009.0103