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On parameter dependence of solutions of algebraic riccati equations

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Abstract

We study the behavior of Hermitian solutions, especially the maximal ones, of algebraic Riccati equations whose coefficients depend on real parameters. The cases of analytic dependence on one parameter andC′ dependence (0≤r≤∞) on many parameters are considered. The basic assumption made is stabilizability.

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Author notes

  1. André C. M. Ran

    Present address: Department of Mathematics, Arizona State University, 85287, Tempe, Arizona, USA

Authors and Affiliations

  1. Subfaculteit Wiskunde en Informatica, Vrige Universiteit, Amsterdam, The Netherlands

    André C. M. Ran

  2. Department of Mathematics, Arizona State University, 85287, Tempe, Arizona, USA

    Leiba Rodman

  3. School of Mathematical Sciences, Tel-Aviv University, Tel-Aviv, Israel

    Leiba Rodman

Authors
  1. André C. M. Ran
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  2. Leiba Rodman
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Partially supported by an NSF grant.

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Ran, A.C.M., Rodman, L. On parameter dependence of solutions of algebraic riccati equations. Math. Control Signal Systems 1, 269–284 (1988). https://doi.org/10.1007/BF02551288

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  • DOI: https://doi.org/10.1007/BF02551288

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