A review of the matrix Riccati equation
Vladimír Kučera (1973)
Kybernetika
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Vladimír Kučera (1973)
Kybernetika
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Vladimír Kučera (1976)
Kybernetika
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Muhafzan (2010)
International Journal of Applied Mathematics and Computer Science
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This paper deals with the Linear Quadratic Regulator (LQR) problem subject to descriptor systems for which the semidefinite programming approach is used as a solution. We propose a new sufficient condition in terms of primal dual semidefinite programming for the existence of the optimal state-control pair of the problem considered. The results show that semidefinite programming is an elegant method to solve the problem under consideration. Numerical examples are given to illustrate the...
Guisheng Zhai, Xuping Xu (2010)
International Journal of Applied Mathematics and Computer Science
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We establish a unified approach to stability analysis for switched linear descriptor systems under arbitrary switching in both continuous-time and discrete-time domains. The approach is based on common quadratic Lyapunov functions incorporated with linear matrix inequalities (LMIs). We show that if there is a common quadratic Lyapunov function for the stability of all subsystems, then the switched system is stable under arbitrary switching. The analysis results are natural extensions...