On convexity of H/sup infinity / Riccati solutions
作者： X.P. Li , B.C. Chang
关键词: Norm (mathematics) 、 Convex function 、 Linear-quadratic-Gaussian control 、 Algebraic Riccati equation 、 Convexity 、 Spectral radius 、 Mathematics 、 Applied mathematics 、 Mathematical analysis 、 Quadratic growth 、 Riccati equation
摘要: The authors revealed several important eigen properties of the stabilizing solutions two H/sup infinity / Riccati equations and their product. Among them, most prominent one is that spectral radius product these a continuous, nonincreasing, convex function gamma in domain interest. Based on properties, quadratically convergent algorithms are developed to compute optimal norm. Two examples used illustrate algorithms. >
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