Title :
Solutions of generalized ARE by Hamiltonian pencils
Author :
Chang, Fan-Ren ; Chen, Chang-Chun
Author_Institution :
Dept. of Electr. Eng., Nat. Taiwan Univ., Taipei, Taiwan
Abstract :
To solve the infinite-horizon linear quadratic regulation design for generalized systems Ex˙(t)=Ax(t )+Bu(t), the generalized algebraic Riccati equation (GARE) was derived. In order to obtain an analytic solution of GARE, the Hamiltonian pencil is introduced. Eigenvectors of the Hamiltonian pencil play the key role in solving the problem. The authors´ approach is a natural extension of the optimal control in regular linear systems
Keywords :
eigenvalues and eigenfunctions; linear systems; optimal control; GARE; Hamiltonian pencils; eigenvectors; generalized algebraic Riccati equation; infinite-horizon linear quadratic regulation; optimal control; Interconnected systems; Large-scale systems; Linear systems; Optimal control; Power generation economics; Power system economics; Power system interconnection; Regulators; Riccati equations; Vectors;
Conference_Titel :
Circuits and Systems, 1992., Proceedings of the 35th Midwest Symposium on
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-0510-8
DOI :
10.1109/MWSCAS.1992.271394
