Solutions of generalized ARE by Hamiltonian pencils
Resource
Circuits and Systems, 1992., Proceedings of the 35th Midwest Symposium on
Journal
Circuits and Systems, 1992.
Pages
-
Date Issued
1992-08
Date
1992-08
Author(s)
Chang, Fan-Ren
Chen, Chang-Chun
DOI
N/A
Abstract
To solve the infinite-horizon linear quadratic regulation design for generalized systems Ex(t)=Ax(t)+Bu(t), the generalized algebraic Riccati equation (GARE) was derived. In order to obtain an analytic solution of GARE, the Hamiltonian pencil is introduced. Eigenvectors of the Hamiltonian pencil play the key role in solving the problem. The authors' approach is a natural extension of the optimal control in regular linear systems.>
Type
journal article
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