Solving algebraic Riccati equation for singular system based on matrix sign function

Chih Cheng Huang, Jason Sheng Hong Tsai, Shu Mei Guo, Yeong Jeu Sun, Leang San Shieh

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)

Abstract

The objective of this paper is to propose a constructive methodology for determining the appropriate weighting matrices {Q, R}, which guarantees the solvability of the generalized algebraic Riccati equation and for solving the generalized Riccati equation via the matrix sign function for the stabilizable singular system. A decomposition technique is developed to decompose the singular system into a controllable reduced-order regular subsystem and a non-dynamic subsystem. As a result, the well-developed analysis and synthesis methodologies developed for a regular system can be applied to the reduced-order regular subsystem. Finally, we transform the results obtained for the reduced-order regular subsystem back to those for the original singular system. Illustrative examples are presented to show the effectiveness and accuracy of the proposed methodology.

Original languageEnglish
Pages (from-to)2771-2788
Number of pages18
JournalInternational Journal of Innovative Computing, Information and Control
Volume9
Issue number7
Publication statusPublished - 2013 Jul 17

All Science Journal Classification (ASJC) codes

  • Software
  • Theoretical Computer Science
  • Information Systems
  • Computational Theory and Mathematics

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