Results 101 to 110 of about 1,417,876 (221)
The algebraic Riccati equation and singular optimal control [PDF]
, 1988 The paper links the class of nonnegative definite linear-quadratic optimal control problems to a subset of the set of real symmetric matrices that satisfy the dissipation inequality.
Geerts, AHW Ton, Geerts, A.H.W.
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Solving the algebraic Riccati equation with the matrix sign function [PDF]
, 1987 This paper presents some improvements to the matrix-sign-function algorithm for the algebraic Riccati equation. A simple reorganization changes nonsymmetric matrix inversions into symmetric matrix inversions.
Byers, Ralph
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In this paper we revisit the problems of passivity and bounded realness preserving model reduction by balanced truncation. In the behavioral framework, these problems can be considered as special cases of balanced truncation of strictly half line ...
Trentelman, Harry L., Rapisarda, Paolo
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A Numerical Algorithm to find Soft-Constrained Nash Equilibria in Scalar LQ-Games [PDF]
In this paper we provide a numerical algorithm to calculate all soft-constrained Nash equilibria in a regular scalar indefinite linear-quadratic game.The algorithm is based on the calculation of the eigenstructure of a certain matrix.The analysis follows
Engwerda, J.C.
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Discrete-Time Indefinite Stochastic LQ Control via SDP and LMI Methods
Journal of Applied Mathematics, 2012 This paper studies a discrete-time stochastic LQ problem over an infinite time horizon with state-and control-dependent noises, whereas the weighting matrices in the cost function are allowed to be indefinite.
Shaowei Zhou, Weihai Zhang
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The Open-Loop Linear Quadratic Differential Game Revisited [PDF]
In this note we reconsider the indefinite open-loop Nash linear quadratic differential game with an infinite planning horizon.In particular we derive both necessary and sufficient conditions under which the game will have a unique equilibrium.linear ...
Engwerda, J.C.
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Optimal Robust Fault Detection for Linear Discrete Time Systems
Journal of Control Science and Engineering, 2008 This paper considers robust fault-detection problems for linear discrete time systems. It is shown that the optimal robust detection filters for several well-recognized robust fault-detection problems, such as ℋ−/ℋ∞, ℋ2/ℋ∞, and ℋ∞/ℋ∞ problems, are the ...
Nike Liu, Kemin Zhou
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On the existence of a positive definite solution of the matrix equation X+AXA=I [PDF]
Matrices ...
Engwerda, J.C.
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Iterative Solution of a Nonsymmetric Algebraic Riccati Equation [PDF]
, 2006 We study the nonsymmetric algebraic Riccati equation whose four coefficient matrices are the blocks of a nonsingular $M$-matrix or an irreducible singular $M$-matrix $M$. The solution of practical interest is the minimal nonnegative solution.
Higham, Nicholas J., Guo, Chun-Hua
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, 2002 Based on a result on continuous dependence of solutions of an algebraic Riccati equation on the data matrices, we construct continuous curves of solutions of an algebraic Riccati inequality, and derive suboptimal Markovian estimates for the steady-state ...
PAVON, MICHELE, WIMMER H.
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