Title :
On the geometry of the continuous-time generalized algebraic Riccati equation arising in LQ optimal control
Author :
Augusto Ferrante;Lorenzo Ntogramatzidis
Author_Institution :
Dipartimento di Ingegneria dell´Informazione, Università
fDate :
7/1/2015 12:00:00 AM
Abstract :
In this paper we analyze the properties of the set of solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. In particular, we study the relationship existing between the solutions of the generalized Riccati equation and the output-nulling subspaces of the underlying system. This analysis reveals the presence of a subspace that plays an important role in the solution of the related optimal control problem.
Keywords :
"Riccati equations","Optimal control","Symmetric matrices","Eigenvalues and eigenfunctions","Standards","Europe","Geometry"
Conference_Titel :
Control Conference (ECC), 2015 European
DOI :
10.1109/ECC.2015.7330801