Related papers: A modified Riccati approach to analytic interpolat…
Analytic interpolation problems with rationality and derivative constraints are ubiquitous in systems and control. This paper provides a new method for such problems, both in the scalar and matrix case, based on a non-standard Riccati-type…
Analytic interpolation problems with rationality and derivative constraints occur in many applications in systems and control. In this paper we present a new method for the multivariable case, which generalizes our previous results on the…
In this paper, we tackle the significant challenge of simultaneous stabilization in control systems engineering, where the aim is to employ a single controller to ensure stability across multiple systems. We delve into both scalar and…
In this work we consider robust stabilization of uncertain dynamical systems and show that this can be achieved by solving a non-classically constrained analytic interpolation problem. In particular, this non-classical constraint confines…
Simultaneous stabilization problem arises in various systems and control applications. This paper introduces a new approach to addressing this problem in the multivariable scenario, building upon our previous findings in the scalar case.…
Some twenty years ago we introduced a nonstandard matrix Riccati equation to solve the partial stochastic realization problem. In this paper we provide a new derivation of this equation in the context of system identification. This allows…
Nevanlinna-Pick interpolation problem has been widely studied in recent decades, however, the known algorithm is not simplistic and robust enough. This paper provide a new method to solve the Nevanlinna-Pick interpolation problem with…
The control algebraic Riccati equation is studied for a class of systems with unbounded control and observation operators. Using a dichotomy property of the associated Hamiltonian operator matrix, two invariant graph subspaces are…
This paper proposes a novel lifting method which converts the standard discrete-time linear periodic system to an augmented linear time-invariant system. The linear quadratic optimal control is then based on the solution of the…
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…
This work provides a complete characterization of the solutions of a linear interpolation problem for vector polynomials. The interpolation problem consists in finding n scalar polynomials such that an equation involving a linear…
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…
We examine interpolatory model reduction methods that are well-suited for treating large scale port-Hamiltonian differential-algebraic systems in a way that is able to preserve and indeed, take advantage of the underlying structural…
We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…
We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…
The versatility of data-driven approximation by interpolatory methods, originally settled for model approximation purpose, is illustrated in the context of linear controller design and stability analysis of irrational models. To this aim,…
This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…
In this paper, we establish results fully addressing two open problems proposed recently by I. Ivanov, see Nonlinear Analysis 69 (2008) 4012--4024, with respect to the convergence of the accelerated Riccati iteration method for solving the…
We study $H_\infty$ control design for linear time-invariant port-Hamiltonian systems. By a modification of the two central algebraic Riccati equations, we ensure that the resulting controller will be port-Hamiltonian. Using these modified…
Solving large-scale continuous-time algebraic Riccati equations is a significant challenge in various control theory applications. This work demonstrates that when the matrix coefficients of the equation are quasiseparable, the solution…