DocumentCode :
838524
Title :
Linear systems with two-point boundary Lyapunov and Riccati equations
Author :
Kwon, W.H. ; Pearson, A.E.
Author_Institution :
Stanford University, Stanford, CA, USA
Volume :
27
Issue :
2
fYear :
1982
fDate :
4/1/1982 12:00:00 AM
Firstpage :
436
Lastpage :
441
Abstract :
This paper extends some well-known system theories for algebraic Lyapunov and Riccati equations. These extended results deal with the existence and uniqueness properties of the solutions to matrix differential equations with two-point boundary conditions and are shown to include conventional results as special cases. Necessary and sufficient conditions are derived under which linear systems are stabilizable with periodic feedback gains derived from the two-point boundary matrix differential equations. An easy iterative method for solving the two-point boundary differential Riccati equation is given with an initial guess which is obtained from the intervalwise receding horizon control. The results in this paper are related to periodic feedback gain controls and also to the quadratic cost problem with a discrete state penalty.
Keywords :
Algebraic Riccati equation (ARE); Linear systems; Lyapunov matrix equations; Riccati equations, algebraic; Econometrics; Feedback; Inspection; Linear systems; Polynomials; Riccati equations; Stochastic processes;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1982.1102928
Filename :
1102928
Link To Document :
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