Title :
An analytic solution for an algebraic matrix Riccati equation
Author_Institution :
Louisiana State University, New Orleans, LA, USA
fDate :
6/1/1974 12:00:00 AM
Abstract :
A procedure is given whereby an analytic solution may sometimes be found for a matrix algebraic equation, such as occurs in deterministic and stochastic optimization problems.
Keywords :
Algebraic Riccati equation (ARE); Riccati equations, algebraic; Cost function; Feedback; Milling machines; Riccati equations; Stochastic processes; Symmetric matrices; Time invariant systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100564
