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- Publisher Website: 10.1016/j.automatica.2020.108820
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Article: On the algebraic Riccati inequality arising in cone-preserving time-delay systems
Title | On the algebraic Riccati inequality arising in cone-preserving time-delay systems |
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Authors | |
Keywords | Cone-preserving systems Positive systems Riccati stability Symmetric cones Time-delay systems |
Issue Date | 2020 |
Publisher | Elsevier. The Journal's web site is located at http://www.elsevier.com/locate/automatica |
Citation | Automatica, 2020, v. 113, p. article no. 108820 How to Cite? |
Abstract | This paper studies the problem of Riccati stability of a pair of matrices. For a matrix pair (A,B), it was recently shown that if its corresponding time-delay system is internally positive, meaning that A is Metzler and B is nonnegative, then the pair (A,B) is diagonally Riccati stable if and only if A+B is Hurwitz. We extend this to the case when the pair (A,B) corresponds to a time-delay system with a more general cone-preserving property. We show that if the time-delay system relating to the pair (A,B) is invariant on a symmetric cone, the corresponding algebraic Riccati inequality admits positive definite solutions, which can be constructed via the scaling transformation on the Euclidean Jordan algebra associated with the symmetric cone. For the special case when the symmetric cone is the positive semi-definite cone, an application to a class of stochastic systems is discussed. © 2020 Elsevier Ltd |
Persistent Identifier | http://hdl.handle.net/10722/289124 |
ISSN | 2023 Impact Factor: 4.8 2023 SCImago Journal Rankings: 3.502 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Shen, J | - |
dc.contributor.author | Lam, J | - |
dc.date.accessioned | 2020-10-22T08:08:09Z | - |
dc.date.available | 2020-10-22T08:08:09Z | - |
dc.date.issued | 2020 | - |
dc.identifier.citation | Automatica, 2020, v. 113, p. article no. 108820 | - |
dc.identifier.issn | 0005-1098 | - |
dc.identifier.uri | http://hdl.handle.net/10722/289124 | - |
dc.description.abstract | This paper studies the problem of Riccati stability of a pair of matrices. For a matrix pair (A,B), it was recently shown that if its corresponding time-delay system is internally positive, meaning that A is Metzler and B is nonnegative, then the pair (A,B) is diagonally Riccati stable if and only if A+B is Hurwitz. We extend this to the case when the pair (A,B) corresponds to a time-delay system with a more general cone-preserving property. We show that if the time-delay system relating to the pair (A,B) is invariant on a symmetric cone, the corresponding algebraic Riccati inequality admits positive definite solutions, which can be constructed via the scaling transformation on the Euclidean Jordan algebra associated with the symmetric cone. For the special case when the symmetric cone is the positive semi-definite cone, an application to a class of stochastic systems is discussed. © 2020 Elsevier Ltd | - |
dc.language | eng | - |
dc.publisher | Elsevier. The Journal's web site is located at http://www.elsevier.com/locate/automatica | - |
dc.relation.ispartof | Automatica | - |
dc.subject | Cone-preserving systems | - |
dc.subject | Positive systems | - |
dc.subject | Riccati stability | - |
dc.subject | Symmetric cones | - |
dc.subject | Time-delay systems | - |
dc.title | On the algebraic Riccati inequality arising in cone-preserving time-delay systems | - |
dc.type | Article | - |
dc.identifier.email | Lam, J: jlam@hku.hk | - |
dc.identifier.authority | Lam, J=rp00133 | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1016/j.automatica.2020.108820 | - |
dc.identifier.scopus | eid_2-s2.0-85077774366 | - |
dc.identifier.hkuros | 315987 | - |
dc.identifier.volume | 113 | - |
dc.identifier.spage | article no. 108820 | - |
dc.identifier.epage | article no. 108820 | - |
dc.identifier.isi | WOS:000514216600047 | - |
dc.publisher.place | United Kingdom | - |
dc.identifier.issnl | 0005-1098 | - |