1. Continuous-Time Algebraic Riccati Equation Solution for Second-Order Systems.
- Author
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Srinivas, Neeraj and Sultan, Cornel
- Subjects
- *
MATRIX pencils , *ALGEBRAIC equations , *LINEAR systems , *MATRICES (Mathematics) , *COST , *HAMILTONIAN systems - Abstract
The continuous-time algebraic Riccati equation (ARE) is often utilized in control, estimation, and optimization. For a linear system with a second-order structure of size n, the ARE required to be solved to get the control values in standard control problems results in complex subequations in terms of the second-order system matrices. The computational costs of solving the algebraic Riccati equation through standard methods such as the Hamiltonian matrix pencil approach increase substantially as matrix sizes increase for a second-order system, due to the eigendecomposition of the 2n × 2n system matrices involved. This work introduces a new solution that does not require the eigendecomposition of the 2n × 2n system matrices, while satisfying all of the requirements of the solution to the Riccati equation (e.g., detectability, stabilizability, and positive semidefinite solution matrix). [ABSTRACT FROM AUTHOR]
- Published
- 2024
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