Solvability of Matrix Riccati Inequalities

arXiv1505.04861MaRDI QIDQ6261905

Author name not available (Why is that?)

Publication date: 18 May 2015

Abstract: We consider matrix Riccati inequality arising in the theory of absolute stability, $H_{i}nfty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati inequalities is a subject of the famous Kalman- Yakubovich lemma. This paper presents necessary and sufficient conditions for solvability of Riccati inequality in the general sign indefinite case. To this end we use special representations of Hamiltonian matrices. The results are illustrated by an example.

Has companion code repository: https://github.com/kevinkissi/solvability-of-matrix-riccati-inequality

This page was built for publication: Solvability of Matrix Riccati Inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6261905)