On the Solution of a Class of Algebraic Riccati Equations with Repeated Unstable Eigenvalues

Rojas A.J.

Abstract

In the present paper we obtain a closed-form solution for the class of continuous-time algebraic Riccati equations (AREs) with vanishing state weight. The AREs in such a class solve a minimum energy control problem. The present work extends on previous preliminary results by considering the more challenging case of repeated unstable eigenvalues. The obtained closed-form solution gives insight on issues such as loss of controllability and it might also prove comparable in terms of numerical precision over current solving algorithms.

Más información

Fecha de publicación: 2010
Año de Inicio/Término: June-July
Página de inicio: 1111
Página final: 1116
Idioma: English
DOI:

10.1109/ACC.2010.5530962