ALGEBRAIC RICCATI-EQUATIONS AND THE DISTANCE TO THE NEAREST UNCONTROLLABLE PAIR

被引:21
作者
GAHINET, P [1 ]
LAUB, AJ [1 ]
机构
[1] UNIV CALIF SANTA BARBARA,DEPT ELECT & COMP ENGN,SANTA BARBARA,CA 93106
关键词
RICCATI EQUATION; NEARNESS TO UNCONTROLLABILITY; STABILIZABILITY; ROBUSTNESS;
D O I
10.1137/0330042
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A connection is established between nearness to unstabilizability of a stabilizable pair (A, B) of matrices and nearness to singularity of the symmetric positive definite solution to an associated algebraic Riccati equation. From this result, computable upper and lower bounds are derived for the distance of (A, B) to the nearest uncontrollable pair. Numerical tests confirm the validity of the method and potential applications are discussed.
引用
收藏
页码:765 / 786
页数:22
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