Related papers: Partial Realization Theory and System Identificati…
The paper considers the suboptimal H-infinity control problem for a general discrete-time system (whose transfer function matrix is allowed to be improper or polynomial). The parametrization of output feedback controllers is given in a…
This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…
We show how solutions to a large class of partial differential equations with nonlocal Riccati-type nonlinearities can be generated from the corresponding linearized equations, from arbitrary initial data. It is well known that evolutionary…
A new approach is used to obtain a global solvability criterion for matrix Riccati equations. It is shown that the obtained result is an extension of a result derived from a comparison theorem for matrix Riccati equations. Two corollaries…
In this paper, we study distributed estimation and control problems over graphs under partially nested information patterns. We show a duality result that is very similar to the classical duality result between state estimation and state…
The expressions of solutions for general $n\times m$ matrix-valued inhomogeneous linear stochastic differential equations are derived. This generalizes a result of Jaschke (2003) for scalar inhomogeneous linear stochastic differential…
This paper introduces the fractal interpolation problem defined over domains with a nonlinear partition. This setting generalizes known methodologies regarding fractal functions and provides a new holistic approach to fractal interpolation.…
This paper studies a class of partial information linear-quadratic mean-field game problems. A general stochastic large-population system is considered, where the diffusion term of the dynamic of each agent can depend on the state and…
We generalize the Brezzi-Rappaz-Raviart approximation theorem, which allows to obtain existence and a priori error estimates for approximations of solutions to some nonlinear partial differential equations. Our contribution lies in the fact…
Recently Ahmadi et al. (2021) and Tagliaferro (2022) proposed some iterative methods for the numerical solution of linear systems which, under the classical hypothesis of strict diagonal dominance, typically converge faster than the Jacobi…
We establish existence and uniqueness for infinite dimensional Riccati equations taking values in the Banach space L 1 ($\mu$ $\otimes$ $\mu$) for certain signed matrix measures $\mu$ which are not necessarily finite. Such equations can be…
We derive an explicit solution to the operator Riccati equation solving the Linear-Quadratic (LQ) optimal control problem for a class of boundary controlled hyperbolic partial differential equations (PDEs). Different descriptions of the…
We propose an extremely versatile approach to address a large family of matrix nearness problems, possibly with additional linear constraints. Our method is based on splitting a matrix nearness problem into two nested optimization problems,…
Matrix Riccati differential equations arise in many different areas and are particular important within the field of control theory. In this paper we consider numerical integration for large-scale systems of stiff matrix Riccati…
In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X=X0+D of…
In this paper we use the Riccati equation method with other ones to establish global solvability, stability and oscillation criteria for a class of two dimensional nonlinear systems of ordinary differential equations, which is a…
We generalize the classical theory on algebraic Riccati equations and optimization to infinite-dimensional well-posed linear systems, thus completing the work of George Weiss, Olof Staffans and others. We show that the optimal control is…
It is proved that the members of the Riccati hierarchy, the so-called Riccati chain equations, can be considered as particular cases of projective Riccati equations, which greatly simplifies the study of the Riccati hierarchy. This also…
We consider the algebraic Riccati equation for which the four coefficient matrices form an M-matrix K. When K is a nonsingular M-matrix or an irreducible singular M-matrix, the Riccati equation is known to have a minimal nonnegative…
We have introduced the generalized alternating direction implicit iteration (GADI) method for solving large sparse complex symmetric linear systems and proved its convergence properties. Additionally, some numerical results have…