Title :
On the solution of a class of algebraic Riccati equations with repeated unstable eigenvalues
Author_Institution :
ARC Centre of Excellence for Complex Dynamic Syst. & Control, Univ. of Newcastle, Newcastle, NSW, Australia
fDate :
June 30 2010-July 2 2010
Abstract :
In the present paper we obtain a closed-form solution for the class of continuous-time algebraic Riccati equations (AREs) with vanishing state weight. The AREs in such a class solve a minimum energy control problem. The present work extends on previous preliminary results by considering the more challenging case of repeated unstable eigenvalues. The obtained closed-form solution gives insight on issues such as loss of controllability and it might also prove comparable in terms of numerical precision over current solving algorithms.
Keywords :
Riccati equations; continuous time systems; controllability; eigenvalues and eigenfunctions; power control; stochastic systems; algebraic Riccati equation; closed form solution; controllability loss; minimum energy control; repeated unstable eigenvalue; state weight; AWGN; Additive noise; Additive white noise; Closed-form solution; Eigenvalues and eigenfunctions; Gaussian noise; Hydrogen; Riccati equations; Signal to noise ratio; Transfer functions;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5530962