Asymptotic behavior of the solution of the projection Riccati differential equation

Research output: Contribution to journalArticle

Abstract

The solution of the Riccati differential equation (RDE) is shown to be asymptotically close to the solution of the projection Riccati differential equation (PRDE). The asymptotic behavior of the latter is analyzed in an explicit formula. The almost-periodic asymptote of the solution of the PRDE is computed by an algorithm based upon the concepts of an aperiodic/almost-periodic generator (APG) decomposition of a linear map and unit row-staircase form of a polynomial matrix. The analysis ultimately provides a convergence criterion. In particular, it is shown that the solution of the PRDE always converges in the aperiodic case.
Original languageEnglish
Pages (from-to)646-659
Number of pages14
JournalIEEE Transactions on Automatic Control
Volume41
Issue number5
DOIs
Publication statusPublished - 1 Jan 1996

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Differential equations
Polynomials
Decomposition

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title = "Asymptotic behavior of the solution of the projection Riccati differential equation",
abstract = "The solution of the Riccati differential equation (RDE) is shown to be asymptotically close to the solution of the projection Riccati differential equation (PRDE). The asymptotic behavior of the latter is analyzed in an explicit formula. The almost-periodic asymptote of the solution of the PRDE is computed by an algorithm based upon the concepts of an aperiodic/almost-periodic generator (APG) decomposition of a linear map and unit row-staircase form of a polynomial matrix. The analysis ultimately provides a convergence criterion. In particular, it is shown that the solution of the PRDE always converges in the aperiodic case.",
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Asymptotic behavior of the solution of the projection Riccati differential equation. / Callier, F.M.; Winkin, J.J.

In: IEEE Transactions on Automatic Control, Vol. 41, No. 5, 01.01.1996, p. 646-659.

Research output: Contribution to journalArticle

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