• Title/Summary/Keyword: Riccati Equations

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OSCILLATION THEOREMS FOR PERTURBED DIFFERENTIAL EQUATIONS OF SECOND ORDER

  • Kim, Rak-Joong
    • Bulletin of the Korean Mathematical Society
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    • v.45 no.2
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    • pp.241-252
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    • 2008
  • By means of a Riccati transform and averaging technique some oscillation criteria are established for perturbed nonlinear differential equations of second order $(P_1)\;(p(t)x'(t))'+q(t)|x({\phi}(t)|^{{\alpha}+1}sgnx({\phi}(t))+g(t,\;x(t))=0$ $(P_2)$ and $(P_3)$ satisfying the condition (H). A comparison theorem and examples are given.

Generalized Norm Bound of the Algebraic Matrix Riccati Equation (대수리카티방정식의 해의 일반적 노음 하한)

  • Kang, Tae-Sam;Lee, Jang-Gyu
    • Proceedings of the KIEE Conference
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    • 1992.07a
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    • pp.296-298
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    • 1992
  • Presented in this paper is a generalized norm bound for the continuous and discrete algebraic Riccati equations. The generalized norm bound provides a lower bound of the Riccati solutions specified by any kind of submultiplicative matrix norms including the spectral, Frobenius and $\ell_1$ norms.

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Design of the multivariable hard nonlinear controller using QLQG/$H_{\infty}$ control (QLQG/$H_{\infty}$ 제어를 이용한 다변수 하드비선형 제어기 설계)

  • 한성익;김종식
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.81-84
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    • 1996
  • We propose the robust nonlinear controller design methodology, the $H_{\infty}$ constrained quasi - linear quadratic Gaussian control (QLQG/ $H_{\infty}$), for the statistically-linearized multivariable system with hard nonlinearties such as Coulomb friction, deadzone, etc. The $H_{\infty}$ performance constraint is involved in the optimization process by replacing the covariance Lyapunov equation with the Riccati equation whose solution leads to an upper bound of the QLQG performance. Because of the system's nonlinearity, however, one equation among three Riccati equations contain the nonlinear correction terms that are very difficult to solve numerically. To treat this problem, we use simple algebraic techniques. With some analytic transformation for Riccati equations, the nonlinear correction terms can be so eliminated that the set of a linear controller to the different operating points are designed. Synthesizing these via inverse random input describing function (IRIDF) technique, the final nonlinear controller can be designed.

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New method for LQG control of singularly perturbed discrete stochastic systems

  • Lim, Myo-Taeg;Kwon, Sung-Ha
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.432-435
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    • 1995
  • In this paper a new approach to obtain the solution of the linear-quadratic Gaussian control problem for singularly perturbed discrete-time stochastic systems is proposed. The alogorithm proposed is based on exploring the previous results that the exact solution of the global discrete algebraic Riccati equations is found in terms of the reduced-order pure-slow and pure-fast nonsymmetric continuous-time algebraic Riccati equations and, in addition, the optimal global Kalman filter is decomposed into pure-slow and pure-fast local optimal filters both driven by the system measurements and the system optimal control input. It is shown that the optimal linear-quadratic Gaussian control problem for singularly perturbed linear discrete systems takes the complete decomposition and parallelism between pure-slow and pure-fast filters and controllers.

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The Interpretation Stability Uncertain Bound for the Uncertain Linear Systems via Lyapunov Equations (Lyapunov 방정식을 이용한 불확실한 선형 시스템의 안정한 섭동 유계 해석)

  • Cho, Do-Hyeoun;Lee, Sang-Hun;Lee, Jong-Yong
    • 전자공학회논문지 IE
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    • v.44 no.4
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    • pp.26-29
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    • 2007
  • In this paper, we use Lyapunov equations and functions to consider the linear systems with perturbed system matrices. And we consider that what choice of Lyapunov function V would allow the largest perturbation and still guarantee that V is negative definite. We find that this is determined by testing for the existence of solutions to a related quadratic equation with matrix coefficients and unknowns the matrix Riccati equation.

Stabilizing Solutions of Algebraic Matrix riccati Equations in TEX>$H_\infty$ Control Problems

  • Kano, Hiroyuki;Nishimura, Toshimitsu
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.364-368
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    • 1994
  • Algebraic matrix Riccati equations of the form, FP+PF$^{T}$ -PRP+Q=0. are analyzed with reference to the stability of closed-loop system F-PR. Here F, R and Q are n * n real matrices with R=R$^{T}$ and Q=Q$^{T}$ .geq.0 (nonnegative-definite). Such equations have been playing key roles in optimal control and filtering problems with R .geq. 0. and also in the solutions of in H$_{\infty}$ control problems with R taking the form R=H$_{1}$$^{T}$ H$_{1}$-H$_{2}$$^{T}$ H$_{2}$. In both cases an existence of stabilizing solution, i.e. the solution yielding asymptotically stable closed-loop system, is an important problem. First, we briefly review the typical results when R is of definite form, namely either R .geq. 0 as in LQG problems or R .leq. 0. They constitute two extrence cases of Riccati to the cases H$_{2}$=0 and H$_{1}$=0. Necessary and sufficient conditions are shown for the existence of nonnegative-definite or positive-definite stabilizing solution. Secondly, we focus our attention on more general case where R is only assumed to be symmetric, which obviously includes the case for H$_{\infty}$ control problems. Here, necessary conditions are established for the existence of nonnegative-definite or positive-definite stabilizing solutions. The results are established by employing consistently the so-called algebraic method based on an eigenvalue problem of a Hamiltonian matrix.x.ix.x.

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Composite Control for Weakly Coupled Bilinear Systems with Successive Galerkin Approximation (연속적 Galerkin 근사를 이용한 정규 섭동 쌍일차 시스템에 대한 합성 제어)

  • Kim, Young-Joong;Kim, Beom-Soo;Lim, Myo-Taeg
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.1996-1998
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    • 2001
  • This paper presents the closed-loop composite control for weakly coupled bilinear systems with a quadratic performance criterion. The Riccati equation for weakly coupled bilinear system is decomposed into three reduced Riccati equations by the weak coupling theory, and we obtain optimal solutions of each reduced Riccati equation using successive Galerkin approximation(SGA). We design the composite control law that consists of optimal solutions of each reduced Riccati equation. The proposed algorithm reduces the disadvantages of SGA method.

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Oscillatory Behavior of Linear Neutral Delay Dynamic Equations on Time Scales

  • Saker, Samir H.
    • Kyungpook Mathematical Journal
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    • v.47 no.2
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    • pp.175-190
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    • 2007
  • By employing the Riccati transformation technique some new oscillation criteria for the second-order neutral delay dynamic equation $$(y(t)+r(t)y({\tau}(t)))^{{\Delta}{\Delta}}+p(t)y(\delta(t))=0$$, on a time scale $\mathbb{T}$ are established. Our results as a special case when $\mathbb{T}=\mathbb{R}$ and $\mathbb{T}=\mathbb{N}$ improve some well known oscillation criteria for second order neutral delay differential and difference equations, and when $\mathbb{T}=q^{\mathbb{N}}$, i.e., for second-order $q$-neutral difference equations our results are essentially new and can be applied on different types of time scales. Some examples are considered to illustrate the main results.

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OSCILLATION OF SECOND ORDER SUBLINEAR NEUTRAL DELAY DYNAMIC EQUATIONS VIA RICCATI TRANSFORMATION

  • SETHI, ABHAY KUMAR
    • Journal of applied mathematics & informatics
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    • v.36 no.3_4
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    • pp.213-229
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    • 2018
  • In this work, we establish oscillation of the second order sublinear neutral delay dynamic equations of the form:$$(r(t)((x(t)+p(t)x({\tau}(t)))^{\Delta})^{\gamma})^{\Delta}+q(t)x^{\gamma}({\alpha}(t))+v(t)x^{\gamma}({\eta}(t))=0$$ on a time scale T by means of Riccati transformation technique, under the assumptions $${\displaystyle\smashmargin{2}{\int\nolimits^{\infty}}_{t_0}}\({\frac{1}{r(t)}}\)^{\frac{1}{\gamma}}{\Delta}t={\infty}$$, and ${\displaystyle\smashmargin{2}{\int\nolimits^{\infty}}_{t_0}}\({\frac{1}{r(t)}}\)^{\frac{1}{\gamma}}{\Delta}t$ < ${\infty}$, for various ranges of p(t), where 0 < ${\gamma}{\leq}1$ is a quotient of odd positive integers.

RICCATI TRANSFORMATION AND SUBLINEAR OSCILLATION FOR SECOND ORDER NEUTRAL DELAY DYNAMIC EQUATIONS

  • Tripathy, Arun Kumar
    • Journal of applied mathematics & informatics
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    • v.30 no.5_6
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    • pp.1005-1021
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    • 2012
  • This work is concerned with oscillation of the second order sublinear neutral delay dynamic equations of the form $$\(r(t)\;\((y(t)+p(t)y(a(t)))^{\Delta}\)^{\gamma}\)^{\Delta}+q(t)y^{\gamma}({\beta}(t))=0$$ on a time scale $\mathcal{T}$ by means of Riccati transformation technique, under the assumptions $\int^{\infty}_{t_0}\(\frac{1}{r(t)}\)^{\frac{1}{\gamma}}$ ${\Delta}t={\infty}$ and $\int^{\infty}_{t_0}\(\frac{1}{r(t)}\)^{\frac{1}{\gamma}}$ ${\Delta}t$ < ${\infty}$, where 0 < ${\gamma}{\leq}1$ is a quotient of odd positive integers.