Title :
On the asymptotic behavior of the projection Riccati differential equation
Author :
Callier, Frank M. ; Winkin, Joseph
Author_Institution :
Dept. of Math., Facultes Univ. Notre-Dame de la Paix, Namur, Belgium
Abstract :
The solution of the Riccati differential equation is reported to be asymptotically close to the solution of the projection Riccati differential equation (PRDE). The asymptotic behavior of the latter is analyzed on an explicit formula. The almost periodic asymptote of the solution of the PRDE is computed by an algorithm based upon the concepts of aperiodic- almost-periodic generator decomposition of a linear map, and row-staircase form of a polynomial matrix. The analysis provides ultimately a convergence criterion
Keywords :
Riccati equations; nonlinear differential equations; PRDE; almost periodic asymptote; aperiodic- almost-periodic generator decomposition; asymptotic behavior; convergence criterion; linear map; polynomial matrix; projection Riccati differential equation; row-staircase form; Control systems; Differential equations; Eigenvalues and eigenfunctions; H infinity control; Mathematics; Matrix decomposition; Optimal control; Polynomials; Riccati equations; Symmetric matrices;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411229
