Title :
A note on the algebraic matrix Riccati equation
Author :
Kwon, W.H. ; Pearson, A.E.
Author_Institution :
Brown University, Providence, RI, USA
fDate :
2/1/1977 12:00:00 AM
Abstract :
The results in [1] and [2] for the matrix Lyapunov equation are extended to the case of an algebraic matrix Riccati equation. Some errors in [1] and [2] are pointed out by a counter example. The estimations obtained in this note are shown to be exact for certain cases. Similar results are possible for the discrete algebraic matrix Riccati equation.
Keywords :
Algebraic Riccati equation (ARE); Riccati equations, algebraic; Counting circuits; Estimation theory; Feedback; Linear matrix inequalities; Matrices; Riccati equations;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101441
