DocumentCode :
794399
Title :
On solutions of the Riccati equation in optimization problems
Author :
Friedland, Bernard
Author_Institution :
General Precision, Incorporated, Little Falls, NJ, USA
Volume :
12
Issue :
3
fYear :
1967
fDate :
6/1/1967 12:00:00 AM
Firstpage :
303
Lastpage :
304
Abstract :
The difference 
between two solutions 
and 
of the matrix Riccati equation. 
is given by 
, where 
and 
. These relations can be used to evaluate 
for 
arising in optimization problems in which 
does not exist. The relations can also be used to compare the solution of the Riccati equation with its asymptotic solution.
between two solutions and of the matrix Riccati equation. is given by , where and . These relations can be used to evaluate for arising in optimization problems in which does not exist. The relations can also be used to compare the solution of the Riccati equation with its asymptotic solution.Keywords :
Linear systems, time-invariant continuous-time; Riccati equations; Difference equations; Differential equations; NASA; Riccati equations; State-space methods; Symmetric matrices; Time varying systems; Vectors;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1967.1098602
Filename :
1098602
Link To Document :
