DOI: 10.3724/SP.J.1004.2008.00085

Acta Automatica Sinica (自动化学报) 2008/34:1 PP.85-87

Existence Condition on Solutions to the Algebraic Riccati Equation

First,the existence conditions on the solutions to the algebraic Riccati equation are reviewed.Then,a strict proof is presented for a necessary and sufficient condition on the existence of a unique optimal positive definite solution to this equation.By using this condition,some untrue results on the design of robust decentralized controllers are corrected.

Key words:Riccati equation,optimal control,robust control,stability,decentralized control

ReleaseDate:2014-07-21 14:07:48

Funds:Supported by National Natural Science Foundation of China (60774002,90405017)and National Basic Research Program of China (973 Program)(2002CB312205)

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