Title :
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
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;
Conference_Titel :
SICE '98. Proceedings of the 37th SICE Annual Conference. International Session Papers
Conference_Location :
Chiba
DOI :
10.1109/SICE.1998.742916
