DocumentCode :
804026
Title :
Eigenvector scaling in a solution of the matrix Riccati equation
Author :
Walter, O.
Author_Institution :
University of Manchester, Manchester, England
Volume :
15
Issue :
4
fYear :
1970
fDate :
8/1/1970 12:00:00 AM
Firstpage :
486
Lastpage :
487
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;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1970.1099528
Filename :
1099528
Link To Document :
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