Title :
Riccati type matrix differential equations with jumps
Author :
Dragali, V. ; Stoica, A.
Author_Institution :
Inst. of Math., Bucharest, Romania
Abstract :
The aim of this paper is to investigate some properties of the solutions of the differential Riccati-type systems arising in control problems for the time-varying linear systems with jumps. A major attention is paid to the stabilising solution of these systems. Necessary and sufficient conditions for the existence of such solution are derived in the time-invariant case.
Keywords :
Riccati equations; differential equations; linear systems; matrix algebra; stability; time-varying systems; Riccati type matrix differential equations; necessary conditions; stabilising solution; sufficient conditions; time-invariant case; time-varying linear systems with jumps; Differential equations; Discrete-time systems; Eigenvalues and eigenfunctions; Equations; Europe; Linear systems; Symmetric matrices; Piccati equation; Stabilising solution; Time-varying systems with jumps;
Conference_Titel :
Control Conference (ECC), 2001 European
Conference_Location :
Porto
Print_ISBN :
978-3-9524173-6-2