Nonsymmetric Algebraic Riccati Theory: A Matrix Pencil Approach

被引：0

作者：

Jungers, Marc ^{[1
]}

Oara, Cristian ^{[2
]}

机构：

[1] Nancy Univ, CNRS, CRAN, 2 Ave Foret Haye, F-54516 Vandoeuvre Les Nancy, France

[2] Univ Politech Bucharest, Fac Control & Comp, Bucharest, Romania

来源：

PROCEEDINGS OF THE 48TH IEEE CONFERENCE ON DECISION AND CONTROL, 2009 HELD JOINTLY WITH THE 2009 28TH CHINESE CONTROL CONFERENCE (CDC/CCC 2009) | 2009年

关键词：

Algebraic Riccati equations; matrix pencil; deflating subspaces; game theory; EQUATIONS;

D O I：

10.1109/CDC.2009.5400293

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 nonsymmetric continuous-time algebraic Riccati system which incorporates as particular cases various nonsymmetric algebraic Riccati equations is studied under assumptions on the matrix coefficients utterly relaxed. Necessary and sufficient existence conditions together with a numerical algorithm for the stabilizing solution to the algebraic Riccati system are given. The results may be applied in the framework of game theory to design Nash and Stackelberg strategies without the classical invertibility assumption on the direct feed-through matrix coefficient.

引用

页码：1229 / 1234

页数：6

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