Closed-form solution of non-symmetric algebraic Riccati matrix equation

被引：11

作者：

Shirilord, Akbar ^{[1
]}

Dehghan, Mehdi ^{[1
]}

机构：

[1] Amirkabir Univ Technol, Fac Math & Comp Sci, Dept Appl Math, Tehran Polytech, 424 Hafez Ave, Tehran 15914, Iran

来源：

APPLIED MATHEMATICS LETTERS | 2022年 / 131卷

关键词：

Non-symmetric algebraic Riccati equation; Root of a matrix; Closed-form expression; ITERATIVE ALGORITHM; SHIFT PARAMETERS; IDENTIFICATION; LYAPUNOV; STATE;

D O I：

10.1016/j.aml.2022.108040

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this work we obtain closed-form expression for the solution of non-symmetric algebraic Riccati equation (NARE), AX + XB + XCX = D, A, B, C, D is an element of C-n Chi n, under some conditions on the matrices A, B, C and D. We show that the solution (real and complex) of this NARE is X = (root A(2) + DC - A)C-1, where root M is square root of matrix M. Finally this formula applied on some NAREs. (c) 2022 Elsevier Ltd. All rights reserved.

引用

页数：10

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