Optimization Online


The Descriptor Continuous-Time Algebraic Riccati Equation. Numerical Solutions and Some Direct Applications

Claudiu Dinicu(claudiu.dinicu***at***acse.pub.ro)

Abstract: We investigate here the numerical solution of a special type of descriptor continuous-time Riccati equation which is involved in solving several key problems in robust control, formulated under very general hypotheses. We also give necessary and sufficient existence conditions together with computable formulas for both stabilizing and antistabilizing solutions in terms of the associated matrix pencils. In the end, analytic formulas for computing normalized coprime factorizations of an arbitrary rational matrix function are presented as a direct consequence.

Keywords: Riccati equations, centered realizations, descriptor systems, coprime factorizations.

Category 1: Applications -- Science and Engineering

Category 2: Robust Optimization

Citation: Politehnica University of Bucharest, 313 Splaiul Independentei, Romania 09/2014

Download: [PDF]

Entry Submitted: 09/29/2014
Entry Accepted: 09/29/2014
Entry Last Modified: 09/29/2014

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society