Related papers: Solvability of Matrix Riccati Inequalities
This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the solution of the classic infinite-horizon linear quadratic control problem. In particular, a geometric analysis…
We consider classical estimators for a class of physically realizable linear quantum systems. Optimal estimation using a complex Kalman filter for this problem has been previously explored. Here, we study robust $H_\infty$ estimation for…
This paper analyzes the properties of the solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. This analysis reveals the presence of a subspace that may provide an appropriate degree of freedom to…
Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems, were considered to be not easy to solve. The-state-of-art…
We consider the application of the theory of vibrational control to H_infinity-problems. We study the possibility of introduction of high-frequency parametric vibrations in order to decrease the minimal attainable value of the…
The Riccati equation method is used to establish a new stability criteria for linear systems of ordinary differential equations. Two examples are presented in which the obtained result is compared with the results obtained by the Lyapunov…
A new integrability condition of the Riccati equation $dy/dx=a(x)+b(x)y+c(x)y^{2}$ is presented. By introducing an auxiliary equation depending on a generating function $f(x)$, the general solution of the Riccati equation can be obtained if…
Continuous-time algebraic Riccati equations can be found in many disciplines in different forms. In the case of small-scale dense coefficient matrices, stabilizing solutions can be computed to all possible formulations of the Riccati…
As it is popular known, Riccati equation is the key basic tool for optimal control in the modern control theory. The solvability conditions of optimal control, stabilization conditions and controller design are all based on the Riccati…
In this paper, we derive a Riccati-type equation applicable to (sub-)static Einstein spaces and examine its various applications. Specifically, within the framework of conformally compactifiable manifolds, we prove a splitting theorem for…
A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…
The Riccati equation method is used to establish some new oscillatory criteria for the hamiltonian systems in a new direction, which is to break the positive definiteness restriction imposed on one of coefficients of the hamiltonian system.…
We present a simple method for proving Rellich inequalities on Riemannian manifolds with constant, non-positive sectional curvature. The method is built upon simple convexity arguments, integration by parts, and the so-called Riccati pairs,…
A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the cost weighting matrices. From some abstract representations of…
In this paper, we will prove a very general result of stability for perturbations of linear integrable Hamiltonian systems, and we will construct an example of instability showing that both our result and our example are optimal. Moreover,…
Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and $H^\infty$ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati…
The consistency problem for a class of algebraic structures asks for an algorithm to decide for any given conjunction of equations whether it admits a non-trivial satisfying assignment within some member of the class. By Adyan (1955) and…
Matrix Riccati equations and other nonlinear ordinary differential equations with superposition formulas are, in the case of constant coefficients, shown to have the same exact solutions as their group theoretical discretizations. Explicit…
We present a number of cases of optimal control of Volterra and Fredholm integral equations that are solvable in the sense that the problem can be reduced to a solvable integral equation. This is conceptually analogous to the role of the…
It is developed the theory of the Dirichlet problem for harmonic functions. On this basis, for the nondegenerate Beltrami equations in the quasidisks and, in particular, in the smooth domains, it is proved the existence of regular solutions…