DocumentCode
560106
Title
On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs
Author
Ntogramatzidis, Lorenzo ; Ferrante, Augusto
Author_Institution
Dept. of Math. & Stat., Curtin Univ., Perth, WA, Australia
fYear
2011
fDate
10-11 Nov. 2011
Firstpage
118
Lastpage
123
Abstract
In this paper we present explicit closed form formulae for the solution of the matrix Riccati differential equation with a terminal condition. These formulae can still be employed even in the case in which the system is not sign-controllable. In such situation, the associated algebraic Riccati equation does not admit a solution in general. Therefore, the formulae presented in this paper do not directly depend on the solution of the associated algebraic Riccati equation.
Keywords
Riccati equations; controllability; differential algebraic equations; linear quadratic control; matrix algebra; algebraic Riccati equation; closed-form solution; matrix Riccati differential equation; nonsign-controllable pairs; terminal condition; Argon; Controllability; Differential equations; Ear; Eigenvalues and eigenfunctions; Riccati equations;
fLanguage
English
Publisher
ieee
Conference_Titel
Australian Control Conference (AUCC), 2011
Conference_Location
Melbourne, VIC
Print_ISBN
978-1-4244-9245-9
Type
conf
Filename
6114347
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