| Title:
|
Existence conditions for stabilizing and antistabilizing solutions to the nonautonomous matrix Riccati differential equation (English) |
| Author:
|
Vojtenko, Sergej S. |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
23 |
| Issue:
|
1 |
| Year:
|
1987 |
| Pages:
|
32-43 |
| . |
| Category:
|
math |
| . |
| MSC:
|
34A12 |
| MSC:
|
34A34 |
| MSC:
|
34D05 |
| MSC:
|
49D15 |
| MSC:
|
93D20 |
| idZBL:
|
Zbl 0623.34006 |
| idMR:
|
MR883905 |
| . |
| Date available:
|
2009-09-24T17:57:53Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124773 |
| . |
| Reference:
|
[1] W. T. Reid: Riccati Differential Equations.Academic Press, New York 1972. Zbl 0254.34003, MR 0357936 |
| Reference:
|
[2] W. A. Coppel: Disconjugacy.Springer-Verlag, New York 1971. Zbl 0224.34003, MR 0460785 |
| Reference:
|
[3] J. C. Willems: Least squares stationary optimal control and the algebraic Riccati equation.IEEE Trans. Automat. Control 16 (1971), 621-634. MR 0308890 |
| Reference:
|
[4] V. Kučera: A review of the matrix Riccati equation.Kybernetika 9 (1973), 42-61. MR 0328180 |
| Reference:
|
[5] H. Kwakernaak, R. Sivan: Linear optimal control systems.WileyTnterscience, New York 1972. Zbl 0276.93001, MR 0406607 |
| Reference:
|
[6] B. D. O. Anderson, J. B. Moore: Linear optimal control.Prentice-Hall, Englewood Cliffs 1971. Zbl 0321.49001, MR 0335000 |
| Reference:
|
[7] V. A. Jakubovich: Optimization and invariance of linear stationary control systems.Avtomatika i telemechanika 8 (1984), 5-41. In Russian. |
| Reference:
|
[8] R. E. Reid, al.: An optimal controller arising from minimization of a quadratic performance criterion of indefinite form.IEEE Trans. Automat. Control 28 (1983), 985-987. Zbl 0515.93026 |
| Reference:
|
[9] V. I. Zubov: Theory of optimal control.Sudostroenie, Leningrad 1966. In Russian. |
| Reference:
|
[10] V. I. Zubov: Lections in control theory.Nauka, Moscow 1975. In Russian. MR 0406585 |
| Reference:
|
[11] D. L. Kleinman: On an iterative technique for Riccati equation computation.IEEE Trans. Automat. Control 13 (1968), 114-115. |
| Reference:
|
[12] W. M. Wonham: On a matrix Riccati equation of stochastic control.SIAM J. Control 6 (1968), 681-697. MR 0239161 |
| Reference:
|
[13] M. Jamshidi: An overview of the solutions of the algebraic Riccati equation and related problems.Large Scale Systems 1 (1980), 167-192. MR 0617986 |
| Reference:
|
[14] S. S. Vojtenko, E. J. Smirnov: Theory of optimal stabilization.Leningrad university, Leningrad 1983. In Russian. |
| Reference:
|
[15] S. S. Vojtenko: Universal iterative algorithm for the construction of maximal and minimalbounded solutions of the matrix Riccati equations.In: Algorithmy-85, zborník prednášek 8. sympozia o algorithmach, Vysoké Tatry -Štrbské Pleso, April 15-19, 1985, pp. 338-342. |
| . |
