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Nonlinear eigenvalue approach to differential Riccati equations for contraction analysis

Kawano, Y. & Ohtsuka, T., Dec-2017, In : IEEE Transactions on Automatic Control. 62, 10, 8 p.

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  • Nonlinear Eigenvalue Approach to Differential Riccati Equations for Contraction Analysis

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DOI

  • Yu Kawano
  • Toshiyuki Ohtsuka
In this paper, we extend the eigenvalue method of the algebraic Riccati equation to the differential Riccati equation (DRE) in contraction analysis. One of the main results is showing that solutions to the DRE can be expressed as functions of nonlinear eigenvectors of the differential Hamiltonian matrix. Moreover, under an assumption for the differential Hamiltonian matrix, real symmetry, regularity, and positive semidefiniteness of solutions are characterized by nonlinear eigenvalues and eigenvectors.
Original languageEnglish
Number of pages8
JournalIEEE Transactions on Automatic Control
Volume62
Issue number10
Early online date12-Jan-2017
Publication statusPublished - Dec-2017

    Keywords

  • Nonlinear systems, Differential Riccati equation, Nonlinear eigenvalues, Contraction analysis

ID: 38990326