Continuity Properties of Solutions to H2 and H infinity Riccati Equations

摘要

In H(sub 2) and H(sub infinity) optimal control (semi-) stabilizing solutions ofalgebraic Riccati equations play an essential role. It is well-known that these solutions might have discontinuities as a function of the system parameters. The paper shows that these discontinuities are directly linked to non-left-invertibility and, in contrast to what one might think, unrelated to zeros on the imaginary axis.