Riccati equation

About: Riccati equation is a research topic. Over the lifetime, 10428 publications have been published within this topic receiving 210015 citations. The topic is also known as: Riccati's differential equation.

Team-optimal solution of finite number of mean-field coupled LQG subsystems

Abstract: A decentralized control system with linear dynamics, quadratic cost, and Gaussian disturbances is considered. The system consists of a finite number of subsystems whose dynamics and per-step cost function are coupled through their mean-field (empirical average). The system has mean-field sharing information structure, i.e., each controller observes the state of its local subsystem (either perfectly or with noise) and the mean-field. It is shown that the optimal control law is unique, linear, and identical across all subsystems. Moreover, the optimal gains are computed by solving two decoupled Riccati equations in the full observation model and by solving an additional filter Riccati equation in the noisy observation model. These Riccati equations do not depend on the number of subsystems. It is also shown that the optimal decentralized performance is the same as the optimal centralized performance. An example, motivated by smart grids, is presented to illustrate the result.

Output feedback disk pole assignment for systems with positive real uncertainty

Abstract: In this paper, the problem of pole assignment in a disk by output feedback for continuous or discrete-time uncertain systems is addressed. A necessary and sufficient condition for quadratic d stabilizability by output feedback is presented. This condition is expressed in terms of two parameter-dependent Riccati equations whose solutions satisfy two extra conditions. An output d stabilization algorithm is derived and a controller formula given. Some related problems are also discussed.

Observer-Based Distributed Secure Consensus Control of a Class of Linear Multi-Agent Systems Subject to Random Attacks

Abstract: This paper is concerned with an observer-based distributed secure consensus control strategy for a class of linear multi-agent systems (MASs) with random attacks. Due to the fact that not all state information is available, observers are employed to estimate the internal states. The communication topology is randomly switching under the attacks, and a distributed secure consensus strategy is proposed using the output information. The feedback gains are calculated via solving the Riccati equation and Riccati inequality, and stability analysis is proven that the MAS achieves secure consensus tracking in the mean square sense. Finally, two examples are provided to verify the effectiveness of the observer-based control strategy.

Application of a Homogeneous Balance Method to Exact Solutions of Nonlinear Fractional Evolution Equations

Abstract: The fractional Fan subequation method of the fractional Riccati equation is applied to construct the exact solutions of some nonlinear fractional evolution equations. In this paper, a powerful algorithm is developed for the exact solutions of the modified equal width equation, the Fisher equation, the nonlinear Telegraph equation, and the Cahn–Allen equation of fractional order. Fractional derivatives are described in the sense of the modified Riemann–Liouville derivative. Some relevant examples are investigated.