A note on the necessary conditions for the algebraic Riccati equation |
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Authors: | Zhu, Yongliang Pagilla, Prabhakar R. |
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Affiliation: | School of Mechanical and Aerospace Engineering, Oklahoma State University, Stillwater, OK, 74078, USA |
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Abstract: | We derive some useful and easily computable necessary conditionsfor the existence of a positive semi-definite solution to thealgebraic Ricatti equation (ARE). A motivating example is givento highlight the usefulness of the conditions for controllerand observer designs for nonlinear systems. Further, an upperbound on the trace of the solution to the ARE is also derived. |
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Keywords: | algebraic Ricatti equations (ARE) nonlinear systems trace bounds. |
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