Derivation and Solution of Harmonic Riccati Equations via Contraction Mapping Theorem

• ZHOU Jun

  Department of Electrical Engineering, Faculty of Engineering, Kyoto University

抄録

By the contraction mapping theorem and the harmonic Lyapunov equation theory, sufficient existence conditions of what we call the harmonic Riccati equations in finite-dimensional linear continuous-time periodic systems are explicated. Properties of the harmonic Riccati equations are also examined. Different from the Hamiltonian analysis, the approach reveals some analytic properties of periodic solutions of periodic matrix Riccati equations. An iterative algorithm is suggested for solving periodic matrix Riccati equations, which only involves algebraic Lyapunov equations and Fourier coefficients of periodically time-varying matrices.

収録刊行物

• 計測自動制御学会論文集

  計測自動制御学会論文集 44 (2), 156-163, 2008

  公益社団法人 計測自動制御学会

キーワード

• Toeplitz operator
• Riccati equation
• periodic system
• contraction mapping
• iterative solution

詳細情報

• CRID: 1390001204503599232
• NII論文ID: 130003971746
• NII論文ID: 10021989943
• NII書誌ID: AN00072392
• DOI: 10.9746/ve.sicetr1965.44.156
• ISSN: 18838189
• ISSN: 04534654
• NDL書誌ID: 9392777
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I9392777
• Web Site: https://www.jstage.jst.go.jp/article/sicetr1965/44/2/44_156/_pdf
• 本文言語コード: en
• データソース種別:
  • JaLC
  • NDL
  • Crossref
  • CiNii Articles
• 抄録ライセンスフラグ: 使用不可