A gametheoretic approach for non-uniform pole shifting and pole homothety

Authors:
Marc Jungers;Hisham Abou-Kandil;EugêNio B. Castelan;Edson R. De Pieri
Affiliations:
Université de Lorraine, CRAN, UMR 7039, 2 avenue de la forêt de Haye, Vanduvre-lès-Nancy Cedex, 54516, France and CNRS, CRAN, UMR 7039, France;SATIE, ENS Cachan, CNRS, 61 av du President Wilson, F-94230 Cachan, France;DAS-CTC-UFSC, P.O. Box 476, 88040-900 Florianópolis, SC, Brazil;DAS-CTC-UFSC, P.O. Box 476, 88040-900 Florianópolis, SC, Brazil
Venue:
Automatica (Journal of IFAC)
Year:
2013

Citing 4
Cited 0

Optimal control: linear quadratic methods

Optimal control: linear quadratic methods
A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation

SIAM Journal on Matrix Analysis and Applications
General Matrix Pencil Techniques for Solving Discrete-Time Nonsymmetric Algebraic Riccati Equations

SIAM Journal on Matrix Analysis and Applications
Paper: The time-invariant linear-quadratic optimal control problem

Automatica (Journal of IFAC)

Quantified Score

Hi-index	22.14

Visualization

Abstract

This paper investigates the problems of non-uniform pole shifting or pole homothety in multivariable linear systems by using a gametheoretic approach and more specifically a particular Nash strategy with an open-loop information structure for a game including a time preference rate in the quadratic criteria. Such a result is possible due to properties of non-symmetric Algebraic Riccati equations associated with an open-loop Nash strategy. Numerical examples allow to illustrate the efficiency of the proposed approach.