Title :
Generalized algebraic Riccati equations and its application to balanced stochastic truncations
Author :
Kunimatsu, Sadaaki ; Fuji, Takao
Author_Institution :
Dept. of Syst. & Human Sci., Osaka Univ., Japan
Abstract :
We first study a generalization of algebraic Riccati equations that solve a certain type of spectral factorization problems. We then apply this result to balanced stochastic truncations of a plant without the assumption of nonsingularity of its direct transmission term. Finally, we illustrate a numerical example to show the validity of our results.
Keywords :
Riccati equations; controllability; matrix decomposition; observability; poles and zeros; reduced order systems; transfer function matrices; balanced stochastic truncations; controllability grammian; generalized algebraic Riccati equations; observability grammian; spectral factorization problems; transfer function matrix; Binary search trees; Eigenvalues and eigenfunctions; Frequency; Humans; Reduced order systems; Riccati equations; State-space methods; Stochastic processes; Stochastic systems; Transfer functions;
Conference_Titel :
American Control Conference, 2002. Proceedings of the 2002
Print_ISBN :
0-7803-7298-0
DOI :
10.1109/ACC.2002.1023180
