Nonrecursive solution for the discrete algebraic Riccati equation and X + A*X-1A=L
In this paper, we present two new algebraic algorithms for the solution of the discrete algebraic Riccati equation. The first algorithm requires the nonsingularity of the transition matrix and is based on the solution of a standard eigenvalue problem for
Adam Maria, Assimakis Nicholas
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Upper bounds on the solution of coupled algebraic riccati equation
Upper bounds for eigenvalues of a solution to continuous time coupled algebraic Riccati equation (CCARE) and discrete time coupled algebraic Riccati equation (DCARE) are developed as special cases of bounds for the unified coupled algebraic Riccati ...
Czornik Adam, Świerniak Andrzej
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The solution set of the algebraic Riccati equation and the algebraic Riccati inequality [PDF]
The author presents a way of parametrizing the set of Hermitian solutions of both the algebraic Riccati equation (ARE) and the algebraic Riccati inequality (ARI), and also provides necessary and sufficient conditions for the existence of a maximal (minimal) solution of the ARE or the ARI, in the whole set of solutions.
Scherer, Carsten
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Stabilizing solutions of the H/sub ∞/ algebraic Riccati equation [PDF]
A very general result regarding the existence of stabilizing solutions to the algebraic Riccati equation is established. A stabilizing solution exists for all but finitely many \(\gamma\) larger than \(\gamma_-\). The stabilizing solution does not exist for \(\gamma\) smaller than \(\gamma_-\). The finite number of exception points can be characterized
Stoorvogel, A.A., Stoorvogel, AA Anton
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Characterization of solutions of the discrete-time algebraic Riccati equation based on quadratic difference forms [PDF]
This paper is concerned with a characterization of all symmetric solutions to the discrete-time algebraic Riccati equation (DARE). Dissipation theory and quadratic difference forms from the behavioral approach play a central role in this paper. Along the
Kojima, Chiaki +3 more
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Pick matrix conditions for sign-definite solutions of the algebraic Riccati equation [PDF]
We study the existence of positive and negative semidefinite solutions of algebraic Riccati equations (ARE) corresponding to linear quadratic problems with an indefinite cost functional.
Trentelman, Harry L., Rapisarda, Paolo
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A numerical approach for investigating a special class of fractional Riccati equation
A computational scheme for solving special type of fractional Riccati equation with singularly perturbed (FRSP) is investigated. It is based on dividing the equation into algebraic equation and fractional equation.
Bothayna S. Kashkari, Muhammed I. Syam
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On solving periodic Riccati equations [PDF]
Numerically reliable algorithms to compute the periodic non-negative definite stabilizing solutions of the periodic differential Riccati equation (PRDE) and discrete-time periodic Riccati equation (DPRE) are proposed. For the numerical solution of PRDEs,
A. Varga, Varga, Andreas
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Obtaining the soliton solutions of local M-fractional magneto-electro-elastic media
In this research paper, the generalized projective Riccati equations method (GPREM) is applied successfully to procure the soliton solutions of the local M-fractional longitudinal wave equation (LWE) arising in mathematical physics with dispersion caused
Neslihan Ozdemir +3 more
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A numerical evaluation of solvers for the periodic Riccati differential equation [PDF]
Efficient and accurate structure exploiting numerical methods for solving the periodic Riccati differential equation (PRDE) are addressed. Such methods are essential, for example, to design periodic feedback controllers for periodic control systems ...
Andras Varga +14 more
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