Existence condition of positive-definite solutions for algebraic matrix Riccati equations

DOI10.1016/0005-1098(87)90013-6zbMath0616.93021OpenAlexW2051803526MaRDI QIDQ1821731

Hiroyuki Kano

Publication date: 1987

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(87)90013-6

zbMATH Keywords

stabilizabilityoptimal filteringdetectabilityasymptotically stable closed-loop systemAlgebraic matrix Riccati equationsexistence of unique positive-definite solutions

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stabilization of systems by feedback (93D15) Matrix equations and identities (15A24) Algebraic methods (93B25)

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Energy compensation-based approach for solving the HJI equation in the nonlinear H ∞ synthesis ⋮ Observers for stabilization of systems with matched uncertainty

Cites Work

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• A Schur method for solving algebraic Riccati equations
• Periodic oscillations of matrix Riccatti equations in time-invariant systems
• On the algebraic Riccati equation
• Periodic solutions of matrix Riccati equations with detectability and stabilizability
• Matrix Quadratic Solutions
• On a Matrix Riccati Equation of Stochastic Control
• A contribution to matrix quadratic equations

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