The geometry of the generalized algebraic Riccati equation and of the singular Hamiltonian system |
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| Authors: | Lorenzo Ntogramatzidis Augusto Ferrante |
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| Affiliation: | 1. Department of Mathematics and Statistics, Curtin University , Perth, Australia.;2. Dipartimento di Ingegneria dell’ Informazione, Università di Padova , Padova, Italy. |
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| Abstract: | This paper analyses the properties of the solutions of the generalized continuous algebraic Riccati equation from a geometric perspective. This analysis reveals the presence of a subspace that may provide an appropriate degree of freedom to stabilize the system in the related optimal control problem even in cases where the Riccati equation does not admit a stabilizing solution. |
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| Keywords: | Generalised Riccati equation LQ optimal control Hamiltonian system |
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