On the reduction of the continuous-time generalized algebraic Riccati equation: An effective procedure for solving the singular LQ problem with smooth solutions

Automatica ◽  
2018 ◽  
Vol 93 ◽  
pp. 554-558 ◽  
Author(s):  
Augusto Ferrante ◽  
Lorenzo Ntogramatzidis
Keyword(s):  
Riccati Equation ◽  
Continuous Time ◽  
Effective Procedure ◽  
Algebraic Riccati Equation ◽  
Smooth Solutions ◽  
Lq Problem

scholarly journals Indefinite LQ Control for Discrete-Time Stochastic Systems via Semidefinite Programming

2012 ◽  
Vol 2012 ◽  
pp. 1-14
Author(s):  
Shaowei Zhou ◽  
Weihai Zhang
Keyword(s):  
Semidefinite Programming ◽  
Riccati Equation ◽  
Discrete Time ◽  
Time Horizon ◽  
Stochastic Systems ◽  
Positive Semidefinite ◽  
Algebraic Riccati Equation ◽  
Infinite Time ◽  
Lq Problem ◽  
Lq Control

This paper is concerned with a discrete-time indefinite stochastic LQ problem in an infinite-time horizon. A generalized stochastic algebraic Riccati equation (GSARE) that involves the Moore-Penrose inverse of a matrix and a positive semidefinite constraint is introduced. We mainly use a semidefinite-programming- (SDP-) based approach to study corresponding problems. Several relations among SDP complementary duality, the GSARE, and the optimality of LQ problem are established.

scholarly journals Indefinite LQ Problem for Irregular Singular Systems

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Qingxiang Fang ◽  
Jigen Peng ◽  
Feilong Cao
Keyword(s):  
Optimal Control ◽  
Riccati Equation ◽  
State Feedback ◽  
Closed Loop ◽  
Singular Systems ◽  
Algebraic Riccati Equation ◽  
Closed Loop System ◽  
State Pair ◽  
Lq Problem ◽  
Control State

The indefinite LQ problem for irregular singular systems is investigated. Under some general conditions, the optimal control-state pair is obtained by solving an algebraic Riccati equation. The optimal control is synthesized as state feedback. All the finite poles of the closed-loop system are located on the left-half complex plane. An example is given to show the validity of the proposed conclusion.

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