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The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation

文献类型：期刊论文

作者Zhang, Liangyin1; Chen, Michael Z. Q.1; Li, Chanying2
刊名INTERNATIONAL JOURNAL OF CONTROL
出版日期2017
卷号90期号:7页码:1371-1388
关键词Riccati equation anti-stabilising solution solution set invariant subspace Cayley transform
ISSN号0020-7179
DOI10.1080/00207179.2016.1207098
英文摘要In this paper, two new pairs of dual continuous-time algebraic Riccati equations (CAREs) and dual discrete-time algebraic Riccati equations (DAREs) are proposed. The dual DAREs are first studied with some nonsingularity assumptions on the system matrix and the parameter matrix. Then, in the case of singular matrices, a generalised inverse is introduced to deal with the dual DARE problem. These dual AREs can easily lead us to an iterative procedure for finding the anti-stabilising solutions, especially to DARE, by means of that for the stabilising solutions. Furthermore, we provide the counterpart results on the set of all solutions to DARE inspired by the results for CARE. Two examples are presented to illustrate the theoretical results.
资助项目National Natural Science Foundation of China[61374053] ; National Natural Science Foundation of China[61422308]
WOS研究方向Automation & Control Systems
语种英语
WOS记录号WOS:000401710300008
出版者TAYLOR & FRANCIS LTD
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/25437]  
专题系统科学研究所
通讯作者Chen, Michael Z. Q.
作者单位1.Univ Hong Kong, Dept Mech Engn, Hong Kong, Hong Kong, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing, Peoples R China
推荐引用方式
GB/T 7714		 Zhang, Liangyin,Chen, Michael Z. Q.,Li, Chanying. The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation[J]. INTERNATIONAL JOURNAL OF CONTROL,2017,90(7):1371-1388.
APA Zhang, Liangyin,Chen, Michael Z. Q.,&Li, Chanying.(2017).The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation.INTERNATIONAL JOURNAL OF CONTROL,90(7),1371-1388.
MLA Zhang, Liangyin,et al."The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation".INTERNATIONAL JOURNAL OF CONTROL 90.7(2017):1371-1388.

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来源：数学与系统科学研究院

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