Continuous Time Algebraic Riccati Equation Solution for Second Order Systems

Abstract

Abstract The continuous time algebraic Riccati equation (ARE) is often utilized in control, estimation, and optimization. For a linear system with a second order structure, the ARE required to be solved to get the control values in standard control problems results in complex sub-equations in terms of the second order system matrices. The computational costs of solving the algebraic Riccati equation through standard methods such as the Hamiltonian matrix pencil approach increase substantially as matrix sizes increase for a second order system, due to the eigendecomposition of the 2n x 2n system matrices involved. This work introduces a new solution that does not require the eigendecomposition of the 2n x 2n system matrices, while satisfying all of the requirements of the solution to the Riccati equation (e.g., detectability, stabilizability, positive semi-definite solution matrix).