• 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