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- W198101472 abstract "The paper presents a criterion and the corresponding algorithm for the determination of finite escape phenomena of H∞ -differential Riccati equations. For finite horizon H∞ control or filtering problem, the existence of solution of the associated H∞ -differential Riccati equation with arbitrary positive initial condition depends on the induced norm of the system, and the worst-case induced norm γcr is a critical value for the existence of the solution. According to the analogy between structural mechanics and optimal control, the parameter γ−2cr that guarantees the existence of positive, continuous and differentiable solutions to the H∞ -differential Riccati equations is also the fundamental eigenvalue of a generalized Rayleigh quotient. Therefore, this parameter can be computed precisely with the precise integration method and extended Wittrick-Williams algorithm, which is an effective algorithm for the computation of eigenvalues of the generalized Rayleigh quotient." @default.
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- W198101472 date "2001-01-01" @default.
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- W198101472 title "Determination Criterion of Finite Escape Phenomena of H∞-Differential Riccati Equations" @default.
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- W198101472 doi "https://doi.org/10.1016/b978-0-08-043981-5.50025-0" @default.
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