• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.33.4-33
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• 2001

This paper considers a stochastic discrete algebraic Riccati equation, which is a generalized version of the well-known standard discrete algebraic Riccati equation, and has additional linear terms. Under controllability, observability and the assumption that the additional terms are not too large, the existence of a positive definite solution is guaranteed. It is shown that it arises in optimal control of a linear discrete-time system with multiplicative White noise and quadratic cost. A numerical example is given.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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• pp.10-13
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• 1995

This paper considers the linear-quadratic optimal regulator problem for nonstandard singularly perturbed systems making use of the recursive technique. We first derive a generalized Riccati differential equation by the Hamilton-Jacobi equation. In order to obtain the feedback gain, we must solve the generalized algebraic Riccati equation. Using the recursive technique, we show that the solution of the generalized algebraic Riccati equation converges with the rate of convergence of O(.epsilon.). The existence of a bounded solution of error term can be proved by the implicit function theorem. It is enough to show that the corresponding Jacobian matrix is nonsingular at .epsilon. = 0. As a result, the solution of optimal regulator problem for nonstandard singularly perturbed systems can be obtained with an accuracy of O(.epsilon.$^{k}$ ). The proposed technique represents a significant improvement since the existing method for the standard singularly perturbed systems can not be applied to the nonstandard singularly perturbed systems.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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• pp.461-466
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• 1989

This paper describes some properties of a discrete algebraic Riccati equation and its application to $H^{\infty}$ control design. The conditions, under which an input weighting matrix can be found for a negative output weighting matrix in order that a solution P for a discrete algebraic equation may exist, are suggested in case of a stable A. This result is applied to a $H^{\infty}$ controller design for the special case of nonsingular B. It is based on a state feedback control law whose objective is to reduce the effect of input disterbances below a prespecified level. This law requires the solution of a modified algebraic Riccati equation, which provides an method for the $H^{\infty}$ optimization control problem approximately.ly.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2003년도 하계학술대회 논문집 D
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• pp.2082-2084
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• 2003

A practical real-time LOS rate estimator is proposed to handle the time-varying measurement noise statistics. To calculate the optimal Kalman gain, the algebraic transformation method is taken into account. By using the algebraic transformation, the differential algebraic Riccati equation(DARE) regarding estimation error covariance is replaced by the simple algebraic Riccati equation(ARE). The proposed LOS estimation filter gain is only a function of relative range. Consequently, the proposed method is computationally very efficient and suitable for embedded environment.

• 한국경영과학회지
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• 제9권2호
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• pp.28-33
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• 1984

In this paper some procedures are given whereby an analytic solution may be found for the Riccati differential equation and algebraic Riccati equation in optimal control theory. Some iterative techniques for solving these equations are presented. Rate of convergence and initialization of the iterative processes are discussed.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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• pp.68-72
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• 1986

Upper bounds of the perturbed Co-semigroups of the infinite dimensional systems are investigated by using the algebraic Riccati equation(ARE). In the case that the solution P of the ARE is strictly positive, the perturbed semigroups are uniformly bounded. A sufficient condition for the solution P to be strictly positive is provided. The uniform boundedness plays an important role in extending approximately weak stability to weak stability on th whole space. Exponential Stability of the perturbed semigroups is studied by using the Young's inequlity. Some further discussions on the uniform boundedness of the perturbed semigroups are given.

• 대한전자공학회논문지
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• 제16권5호
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• pp.18-26
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• 1979

본 논문에서는 algebraic matrix Lyapunov equations과 a1gebraic matrix Riccati equations에 관하여 잘 알려져 있는 중요한 결과를 확장한다. 본 연구는 Matrix 미분 방정식에서 양단 경계조건이 존재하는 문제를 다루며 여기에서 얻어지는 결과는 기존하고 있는 결과를 포함하게 된다. 특히 선형 시스템이 periodic feedback gain control로 안정화되는 필요충분조건을 구하며, two-point boundary Riccati equations의 해를 쉽게 구하는 반복 계산방법을 제시한다. 또한 interalwise reeceding horizon을 이용한 새로운 periodic feedback gain control이 시스템을 안전화시켜줌을 보여준다.

• International Journal of Control, Automation, and Systems
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• 제6권5호
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• pp.776-784
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• 2008

In this paper, new upper matrix bounds for the solution of the continuous algebraic Riccati equation (CARE) are derived. Following the derivation of each bound, iterative algorithms are developed for obtaining sharper solution estimates. These bounds improve the restriction of the results proposed in a previous paper, and are more general. The proposed bounds are always calculated if the stabilizing solution of the CARE exists. Finally, numerical examples are given to demonstrate the effectiveness of the present schemes.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1992년도 하계학술대회 논문집 A
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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.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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• pp.425-427
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• 1993

Some upper bounds for the solution of the continuous algebraic Riccati equation are presented. These consist of bounds for summations of eigenvalues, products of eigenvalues, individual eigenvalues and the minimum eigenvalue of the solution matrix. Among these bounds, the first three are the first results for the upper bound of each case, while bounds for the minimum eigenvalue supplement the existing ones and require no side conditions for their validities.