The geometry of the generalized algebraic Riccati equation and of the singular Hamiltonian system

2017/06/19 by Ntogramatzidis, Lorenzo, Ferrante, Augusto
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1706.05828

Abstract

This paper analyzes the properties of the solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. This analysis reveals the presence of a subspace that may provide an appropriate degree of freedom to stabilize the system in the related optimal control problem even in cases where the Riccati equation does not admit a stabilizing solution.

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