General Solution of LQ Control and H.INF. Control with jw Modes. Extension of the Algebraic Riccati Equation.:Extension of the Algebraic Riccati Equation

概要

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Generally the algebraic Riccati equation does not have a useful solution if the system has uncontrollable modes (jω modes) on the imaginary axis. It is shown that the necessary and sufficient relation of this case is not given by the standard Riccati equation but by a certain non-symmetric part of the Riccati equation. General solutions of the LQ and H∞ control problems with uncontrollable and/or unobservable jω modes are given by this non-symmetric Riccati equation.
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