Related papers: A modified Riccati approach to analytic interpolat…
This paper presents a survey of some new applications of algebraic Riccati equations. In particular, the paper surveys some recent results on the use of algebraic Riccati equations in testing whether a system is negative imaginary and in…
Model order reduction algorithms for large-scale descriptor systems are proposed using balanced truncation, in which symmetry or block skew symmetry (reciprocity) and the positive realness of the original transfer matrix are preserved. Two…
The coupled Riccati equations are cosisted of multiple Riccati-like equations with solutions coupled with each other, which can be applied to depict the properties of more complex systems such as markovian systems or multi-agent systems.…
We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…
In this paper, applied strictly monotonic increasing scaled maps, a kind of well-conditioned linear barycentric rational interpolations are proposed to approximate functions of singularities at the origin, such as $x^\alpha$ for $\alpha \in…
In this paper, we present a new analytical framework for determining the well-posedness of constrained optimization problems that arise in the study of optimal control device design and placement within the context of infinite dimensional…
In the space of holomorphic functions in a convex domain it is studied the interpolation problem by means of sums of the series of exponentials converging uniformly on all compact sets of the domain. The discrete set of the interpolation…
The effort to generate matrix exponentials and associated differentials, required to determine the time evolution of quantum systems, frequently constrains the evaluation of problems in quantum control theory, variational circuit…
An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant…
Direct numerical simulation of dynamical systems is of fundamental importance in studying a wide range of complex physical phenomena. However, the ever-increasing need for accuracy leads to extremely large-scale dynamical systems whose…
Using the Chiellini condition for integrability we derive explicit solutions for a generalized system of Riccati equations $\ddot{x}+\alpha x^{2n+1}\dot{x}+x^{4n+3}=0$ by reduction to the first-order Abel equation assuming the parameter…
The partial stochastic realization of periodic processes from finite covariance data has recently been solved by Lindquist and Picci based on convex optimization of a generalized entropy functional. The meaning and the role of this…
This paper proposes a new robust data-driven control method for linear systems with bounded disturbances, where the system model and disturbances are unknown. Due to disturbances, accurately determining the true system becomes challenging…
Let $R$ be a commutative complex unital semisimple Banach algebra with the involution $\cdot ^\star$. Sufficient conditions are given for the existence of a stabilizing solution to the $H^\infty$ Riccati equation when the matricial data has…
A central notion in systems theory is dissipativity, which has been introduced by Jan Willems with the explicit goal of arriving at a fundamental understanding of the stability properties of feedback interconnections. In robust control, the…
We formulate the problem of numerical analytic continuation in a way that lets us draw meaningful conclusions about properties of the spectral function based solely on the input data. Apart from ensuring consistency with the input data…
In this paper, we consider robust stability analysis of large-scale sparsely interconnected uncertain systems. By modeling the interconnections among the subsystems with integral quadratic constraints, we show that robust stability analysis…
Synchronization control of coupled continuous-time linear systems is studied. For identical systems that are stabilizable, a linear feedback law obtained via algebraic Riccati equation is shown to synchronize any fixed directed network of…
We examine four important considerations in the development of covariate adjustment methodologies for indirect treatment comparisons. Firstly, we consider potential advantages of weighting versus outcome modeling, placing focus on…
This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…