Title :
Eigenvector scaling in a solution of the matrix Riccati equation
Author_Institution :
University of Manchester, Manchester, England
fDate :
8/1/1970 12:00:00 AM
Abstract :
An eigenvector matrix is used in deriving an explicit expression for the solution of the matrix Riccati equation. A misleading situation arises from the derivation of this expression as originally published [1], which it is the purpose of this correspondence to clarify. For the expression to be valid the eigenvectors are not normalized in the usual sense of the word but must be scaled in one of two particular ways.
Keywords :
Linear systems, time-invariant continuous-time; Riccati equations; Cost function; Eigenvalues and eigenfunctions; Riccati equations; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1970.1099528