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

fYear

1992

Firstpage

223

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 1992., Proceedings of the 35th Midwest Symposium on

Conference_Location

Washington, DC

Print_ISBN

0-7803-0510-8

Type

conf

DOI

10.1109/MWSCAS.1992.271394

Filename

271394

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1623120