On the structure of the solution of continuous-time algebraic Riccati equations with closed-loop eigenvalues on the imaginary axis
This paper proposes a decomposition of the continuous-time algebraic Riccati equation aimed at eliminating the problem of the presence of closed-loop eigenvalues on the imaginary axis. In particular, we show that it is possible to parameterize the the entire set of solutions of the given Riccati equ...
| Main Authors: | , , |
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| Format: | Conference Paper |
| Language: | English |
| Published: |
ELSEVIER
2020
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| Subjects: | |
| Online Access: | http://purl.org/au-research/grants/arc/DP190102478 http://hdl.handle.net/20.500.11937/90943 |
| Summary: | This paper proposes a decomposition of the continuous-time algebraic Riccati equation aimed at eliminating the problem of the presence of closed-loop eigenvalues on the imaginary axis. In particular, we show that it is possible to parameterize the the entire set of solutions of the given Riccati equation in terms of the solutions of a reduced-order Riccati equation, which is associated to a Hamiltonian matrix with no eigenvalues on the imaginary axis, and some free parameters arising from the presence of imaginary eigenvalues of the Hamiltonian matrix. |
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