On the strong solutions of generalized algebraic Riccati equations

Author

Xin, Xin ; Mita, Tsutomu

Author_Institution

Dept. of Control & Syst. Eng., Tokyo Inst. of Technol., Japan

fYear

1998

fDate

29-31 Jul 1998

Firstpage

791

Lastpage

796

Abstract

A comparison theorem for the solutions of two generalized algebraic Riccati equations (GAREs) coming from two different systems is presented. It is then shown that the so-called strong solutions, whose related pencils have all their the finite eigenvalues in the closed left half plane, are maximal. The results obtained generalize the existing monotonicity results of algebraic Riccati equations. An application of the results is the derivation of the parameterization of all strong solutions to the GARE related to the singular spectral factorization of a proper transfer function with finite and infinite imaginary axis zeros

Keywords

Riccati equations; algebra; eigenvalues and eigenfunctions; poles and zeros; finite eigenvalues; finite imaginary axis zeros; generalized algebraic Riccati equations; infinite imaginary axis zeros; monotonicity; pencils; proper transfer function; singular spectral factorization; strong solutions; Control systems; Controllability; Differential algebraic equations; Eigenvalues and eigenfunctions; Optimal control; Riccati equations; Transfer functions;

fLanguage

English

Publisher

ieee

Conference_Titel

SICE '98. Proceedings of the 37th SICE Annual Conference. International Session Papers

Conference_Location

Chiba

Type

conf

DOI

10.1109/SICE.1998.742916

Filename

742916