Title
The Analytic Solutions of the Homogeneous Modified Algebraic Riccati Equation.
Abstract
In this note, a discrete-time modified algebraic Riccati equation (MARE) is investigated. First, the analytic solutions of the homogeneous MARE for controllable single-input systems are explicitly obtained in terms of the system eigenvalues. For anti-Schur systems, the stabilizing, and positive definite solution is proposed. Furthermore, the maximal solution and the solution bound are analyzed for the nonhomogeneous MARE.
Year
DOI
Venue
2017
10.1109/TAC.2017.2697076
IEEE Trans. Automat. Contr.
Keywords
Field
DocType
Eigenvalues and eigenfunctions,Partitioning algorithms,Riccati equations,Optimal control,Electronic mail,Symmetric matrices
Mathematical optimization,Optimal control,Homogeneous,Positive-definite matrix,Symmetric matrix,Riccati equation,Algebraic Riccati equation,Linear-quadratic regulator,Eigenvalues and eigenvectors,Mathematics
Journal
Volume
Issue
ISSN
62
9
0018-9286
Citations 
PageRank 
References 
0
0.34
13
Authors
3
Name
Order
Citations
PageRank
Liangyin Zhang100.34
Michael Z. Q. Chen283441.20
Chanying Li3638.44