具不定二次项的一般代数RICCATI方程解的存在性问题
On the Existence of the Solution to the General Algebraic Equation with Indefinite Quadratic Term
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摘要: 讨论具有不定二次项的一般代数RICCATI方程(GARE)的实对称镇定解的存在性问 题,利用GARE相应的微分方程解的性质,建立了GARE实对称镇定解存在性的充分条件.
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关键词:
- 代数RICCATI方程 /
- 鲁棒最优控制 /
- 微分对策
Abstract: This paper considers the existence problem of real symmetric stabilized solutions to the general algebraic Riccati equation (GARE) with indefinite quadratic term matrix. The sufficient conditions of the existence of the solution to the problem are established by means of the properties of the solution to the differential equation corresponding to the GARE. -
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