Solving parameterized non-symmetric algebraic Riccati equations: A matrix sign function approach

Marc Jungers (1) , Cristian Oara (2)

1 CRAN - Centre de Recherche en Automatique de Nancy
2 Faculty of Automatic Control and Computer Science [Bucharest]

We study numerical solutions of parameterized non-symmetric continuous-time algebraic Riccati equations (PNAREs) related to issues in control system theory and differential games. Thanks to good regularity properties of the solutions of PNAREs with respect to the parameter, our main tool involving an analytically determined matrix sign function is applied to the computation of various solutions, including the strongly stabilizing, the reverse dichotomic and the dichotomic ones. The approach applies also to the parameterized non-symmetric discrete-time algebraic Riccati equations. The efficiency of the proposed method is illustrated by several numerical experiments.

Mots clés: Non-symmetric Algebraic Riccati Equations; Matrix Sign Function; parameterized Solutions.; parameterized Solutions

Domaines: Automatique / Robotique

Marc Jungers, Cristian Oara. Solving parameterized non-symmetric algebraic Riccati equations: A matrix sign function approach. Journal of Control Engineering and Applied Informatics, 2019, 21 (2), pp.3-10. ⟨hal-02161810⟩