Open AccessOn the Riccati Equations Arising in Robust Control Approaches
Author(s) -
Kosmidou O. I.,
Boutalis Y. S.
Publication year - 2005
Publication title -
applied numerical analysis & computational mathematics
Language(s) - English
Resource type - Journals
eISSN - 1611-8189
pISSN - 1611-8170
DOI - 10.1002/anac.200410026
Subject(s) - bounding overwatch , riccati equation , computation , mathematics , robust control , algebraic riccati equation , control theory (sociology) , linear quadratic regulator , controller (irrigation) , optimal control , control (management) , mathematical optimization , control system , computer science , mathematical analysis , differential equation , algorithm , engineering , agronomy , artificial intelligence , electrical engineering , biology
Abstract Robust control of dynamic linear systems with model uncertainties involves modified Riccati equations (MRE) i.e. Riccati equations with additional terms depending on the uncertainties and on specific upper bounding functions. Robust controller design is based on the existence and computation of positive definite solutions of MRE. In the present paper MRE are investigated and computational techniques are presented. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)