DocumentCode :
3296642
Title :
Closed-form solution for a class of continuous-time algebraic Riccati equations
Author :
Rojas, Alejandro J.
Author_Institution :
ARC Centre of Excellence for Complex Dynamic Syst. & Control, Univ. of Newcastle, Newcastle, NSW, Australia
fYear :
2009
fDate :
15-18 Dec. 2009
Firstpage :
5051
Lastpage :
5056
Abstract :
In the present paper we obtain a closed-form solution for the class of continuous-time algebraic Riccati equations (ARE) with vanishing state weight, whenever the unstable eigenvalues are distinct. The AREs in such a class solve a minimum energy control problem. 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: Algebraic Riccati equation; Closed-form solution; Controllability; Minimum energy control; Signal-to-noise ratio.
Keywords :
Riccati equations; continuous time systems; eigenvalues and eigenfunctions; power control; closed-form solution; continuous-time algebraic Riccati equations; eigenvalues; minimum energy control problem; vanishing state weight; AWGN channels; Additive noise; Additive white noise; Closed-form solution; Controllability; Eigenvalues and eigenfunctions; Gaussian noise; Output feedback; Riccati equations; Signal to noise ratio;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
ISSN :
0191-2216
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
Type :
conf
DOI :
10.1109/CDC.2009.5399715
Filename :
5399715
Link To Document :
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