Continuity properties of solutions to H2 and H∞ Riccati equations


In most H2 and H∞ control problems solutions of the algebraic Riccati equation play a crucial role. Note that in general for continuous time systems we have to use quadratic matrix inequalities instead of Riccati equations. For details we refer to [5]. In particular we are interested in the stabilizing solution of these Riccati equations and quadratic… (More)


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