Title :
A new fundamental solution for differential Riccati equations arising in L2-gain analysis
Author :
Peter M. Dower;Huan Zhang
Author_Institution :
Department of Electrical & Electronic Engineering, University of Melbourne, Victoria 3010, Australia
Abstract :
A new fundamental solution for a class of differential Riccati equations (DREs), developed via max-plus and semiconvex analysis, is summarized. An algorithm for its application in the computation of particular solutions of DREs is elucidated, followed by its illustration in a numerical example.
Keywords :
"Symmetric matrices","Riccati equations","Dynamic programming","Australia","Optimal control","Kernel","Standards"
Conference_Titel :
Control Conference (AUCC), 2015 5th Australian
