Title :
Matrix Riccati equations and systems structure
Author :
Payne, H.J. ; Silverman, L.M.
Author_Institution :
University of Southern California
Abstract :
A new algorithm for solving discrete time linear-quadratic control problems is given. This algorithm is shown to be a special case of the "structure algorithm" used for characterizing properties of linear systems. It is also shown to be related to the Chandrasekhar-type equations recently introduced by Kailath.
Keywords :
Control systems; Costs; Feedback; Filtering algorithms; Linear systems; Optimal control; Regulators; Riccati equations; Stability; Symmetric matrices;
Conference_Titel :
Decision and Control including the 12th Symposium on Adaptive Processes, 1973 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1973.269226
