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CDC
2008
IEEE
13 years 11 months ago
Strong solutions and maximal solutions of generalized algebraic Riccati equations
— In this paper, we present a comparison theorem for the solutions of two generalized algebraic Riccati equations (GAREs) coming from two different systems. We show that the so-c...
Xin Xin
EUROPAR
2006
Springer
13 years 9 months ago
Parallel Solution of Large-Scale and Sparse Generalized Algebraic Riccati Equations
We discuss a parallel algorithm for the solution of large-scale generalized algebraic Riccati equations with dimension up to O(105 ). We survey the numerical algorithms underlying ...
José M. Badía, Peter Benner, Rafael ...
CDC
2008
IEEE
134views Control Systems» more  CDC 2008»
13 years 11 months ago
Feedback solutions of optimal control problems with DAE constraints
An optimal feedback control has been obtained for linear-quadratic optimal control problems with constraints described by differential-algebraic equations. For that purpose, a ne...
Galina A. Kurina, Roswitha März
MCSS
2008
Springer
13 years 4 months ago
Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems
In this paper we deal with a perturbed algebraic Riccati equation in an infinite dimensional Banach space. Besides the interest in its own right, this class of equations appears, ...
Jack Baczynski, Marcelo D. Fragoso
MOC
1998
115views more  MOC 1998»
13 years 5 months ago
Analysis and modificaton of Newton's method for algebraic Riccati equations
When Newton’s method is applied to find the maximal symmetric solution of an algebraic Riccati equation, convergence can be guaranteed under moderate conditions. In particular, ...
Chun-Hua Guo, Peter Lancaster