Title : 
A square root of a matrix approach to obtain the solution to a steady-state matrix Riccati equation
         
        
            Author : 
Repperger, Daniel W.
         
        
            Author_Institution : 
Wright Patterson Air Force Base, Dayton, OH, USA
         
        
        
        
        
            fDate : 
10/1/1976 12:00:00 AM
         
        
        
        
            Abstract : 
By utilizing the square root of a matrix approach, a method of generating the solution to a steady-state matrix Riccati type equation (under certain restrictions) is presented. This approach not only yields a closed form expression for the Riccati solution, but also converts the original Riccati equation into other equations which may have numerical or computational advantages. An example is worked out for a second-order case.
         
        
            Keywords : 
Algebraic Riccati equation (ARE); Riccati equations, algebraic; Iterative methods; Kalman filters; Matrix converters; Nonlinear equations; Observability; Optimal control; Partitioning algorithms; Riccati equations; Steady-state; Symmetric matrices;
         
        
        
            Journal_Title : 
Automatic Control, IEEE Transactions on
         
        
        
        
        
            DOI : 
10.1109/TAC.1976.1101326