On the existence of solutions of the general algebraic Riccati equation
作者:
S. B. CHEN,
F. E. ZHANG,
Q. ZHANG,
L. WU,
期刊:
International Journal of Systems Science
(Taylor Available online 1994)
卷期:
Volume 25,
issue 11
页码: 2023-2029
ISSN:0020-7721
年代: 1994
DOI:10.1080/00207729408949331
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper addresses the problem of real symmetric solutions of the general algebraic Riccati equation (GARE) with an indefinite quadratic term. The GARE arises in linear quadratic differential games, in the stabilization of uncertain systems, robust optimal control and disturbance attenuation problems. Using the properties of the solutions of the differential equation corresponding to the GARE and the related conclusions of differential games, we have established the main results of this paper. Theorems 1 and 2
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