| 广义代数Riccati方程正解的研究 |
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| 引用本文： | 张维海. 广义代数Riccati方程正解的研究. 自动化学报, 2001, 27(1): 125-130. |
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| 作者姓名： | 张维海 |
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| 作者单位： | 1.山东轻工业学院计算机科学技术系,济南 |
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| 基金项目： | 山东省自然科学基金资助课题!(项目编号 Q99G0 1 ) |
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| 摘 要： | 研究一类广义代数Riccati方程,该方程在随机控制领域有重要的应用,因而被许多学者所研究.通过引进能稳性的概念,给出了该方程有唯一正解的一个充分必要条件,所得结果不仅改进了以往的结论,也推广了确定性代数Riccati方程的相应性质.
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| 关 键 词： | 代数Riccati方程 能稳性 Wiener过程 能观性 |
| 收稿时间： | 1999-06-30 |
| 修稿时间： | 1999-06-30 |
A Study on Positive Solutions of Generalized Algebraic Riccati Equation |
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| ZHANG Wei-Hai. A Study on Positive Solutions of Generalized Algebraic Riccati Equation. ACTA AUTOMATICA SINICA, 2001, 27(1): 125-130. |
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| Authors: | ZHANG Wei-hai |
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| Affiliation: | 1. Department of Computer Science and Technology,Shandong Institute of Light Industry,Jinan |
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| Abstract: | We study a kind of generalized algebraic Riccati equation. This equation has many applications in the field of stochastic control,so it has been studied by many authors.By introducing the concept of stabilizability,a sufficient and necessary condition for this equation to have a unique positive solution is given,which not only improves the previous results,but also generalizes the corresponding property of deterministic algebraic Riccati equation. |
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| Keywords: | Algebraic Riccati equation stabilizability Wiener process observability. |
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