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
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