Title :
On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs
Author :
Ntogramatzidis, Lorenzo ; Ferrante, Augusto
Author_Institution :
Dept. of Math. & Stat., Curtin Univ., Perth, WA, Australia
Abstract :
In this paper we present explicit closed form formulae for the solution of the matrix Riccati differential equation with a terminal condition. These formulae can still be employed even in the case in which the system is not sign-controllable. In such situation, the associated algebraic Riccati equation does not admit a solution in general. Therefore, the formulae presented in this paper do not directly depend on the solution of the associated algebraic Riccati equation.
Keywords :
Riccati equations; controllability; differential algebraic equations; linear quadratic control; matrix algebra; algebraic Riccati equation; closed-form solution; matrix Riccati differential equation; nonsign-controllable pairs; terminal condition; Argon; Controllability; Differential equations; Ear; Eigenvalues and eigenfunctions; Riccati equations;
Conference_Titel :
Australian Control Conference (AUCC), 2011
Conference_Location :
Melbourne, VIC
Print_ISBN :
978-1-4244-9245-9
