DocumentCode
2978716
Title
The algebraic Riccati equation and the singular control problem
Author
Jurdjevic, Velimir
Author_Institution
Dept. of Math., Toronto Univ., Ont., Canada
fYear
1988
fDate
7-9 Dec 1988
Firstpage
2387
Abstract
The author bridges some gaps between the geometric theory of the matrix Riccati equation and the optimality properties of linear systems with quadratic cost. The theory provides proofs for some classical variational inequalities. An application of the theory that is relevant for the quadratic regulator problem is given
Keywords
matrix algebra; optimal control; variational techniques; algebraic Riccati equation; matrix algebra; optimal control; optimality; quadratic regulator; singular control; variational inequalities; Bibliographies; Bridges; Cost function; Differential equations; Lagrangian functions; Linear matrix inequalities; Linear systems; Mathematics; Riccati equations; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location
Austin, TX
Type
conf
DOI
10.1109/CDC.1988.194768
Filename
194768
Link To Document