On parameter dependence of solutions of algebraic riccati equations

We study the behavior of Hermitian solutions, especially the maximal ones, of algebraic Riccati equations whose coefficients depend on real parameters. The cases of analytic dependence on one parameter andC′ dependence (0≤r≤∞) on many parameters are considered. The basic assumption made is stabilizability.

[1]  D. Delchamps Analytic feedback control and the algebraic Riccati equation , 1984 .

[2]  Leiba Rodman,et al.  Stability of invariant maximal semidefinite subspaces. I , 1984 .

[3]  Peter Dorato Theoretical developments in discrete-time control , 1983, Autom..

[4]  I. Gochberg,et al.  Über Algebren stetiger Operatorfunktionen , 1976 .

[5]  Leiba Rodman,et al.  Perturbations ofH-selfadjoint matrices, with applications to differential equations , 1982 .

[6]  C. Byrnes,et al.  On the stabilizability of linear control systems depending on parameters , 1979, 1979 18th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes.

[7]  Jan Willem Polderman,et al.  A note on the structure of two subsets of the parameter space in adaptive control problems , 1986 .

[8]  A. Laub,et al.  On the numerical solution of the discrete-time algebraic Riccati equation , 1980 .

[9]  V. Kučera A contribution to matrix quadratic equations , 1972 .

[10]  Mark A. Shayman,et al.  Geometry of the Algebraic Riccati Equation, Part II , 1983 .

[11]  G. Hewer An iterative technique for the computation of the steady state gains for the discrete optimal regulator , 1971 .

[12]  Leiba Rodman,et al.  An existence and monotonicity theorem for the discrete algebraic matrix Riccati equation , 1987 .

[13]  Leiba Rodman Maximal invariant neutral subspaces and an application to the algebraic Riccati equation , 1983 .

[14]  Leiba Rodman,et al.  Matrices and indefinite scalar products , 1983 .

[15]  B. Molinari The stabilizing solution of the discrete algebraic riccati equation , 1975 .

[16]  E. Kamen,et al.  Stabilizability of Linear Systems Over a Commutative Normed Algebra with Applications to Spatially-Distributed and Parameter-Dependent Systems , 1985 .

[17]  Vladimír Kucera,et al.  A review of the matrix Riccati equation , 1973, Kybernetika.

[18]  B. Molinari The Stabilizing Solution of the Algebraic Riccati Equation , 1973 .

[19]  Jitendra K. Tugnait Continuous-Time System Identification on Compact Parameter Sets , 1983 .

[20]  D. Delchamps,et al.  Analytic stabilization and the algebraic Riccati equation , 1983, The 22nd IEEE Conference on Decision and Control.

[21]  P. Lancaster,et al.  Existence and uniqueness theorems for the algebraic Riccati equation , 1980 .

[22]  André C. M. Ran,et al.  The Algebraic Matrix Riccati Equation , 1984 .

[23]  P. Lancaster,et al.  On hermitian solutions of the symmetric algebraic Riccati equation , 1986 .

[24]  P. Lancaster,et al.  Hermitian solutions of the discrete algebraic Riccati equation , 1986 .

[25]  Leiba Rodman On nonnegative invariant subspaces in indefinite scalar product spaces , 1981 .

[26]  Pramod P. Khargonekar,et al.  On the control of linear systems whose coefficients are functions of parameters , 1984 .

[27]  H. Wimmer,et al.  The algebraic Riccati equation: conditions for the existence and uniqueness of solutions , 1984 .