• DocumentCode
    823460
  • Title

    A note on the algebraic matrix Riccati equation

  • Author

    Kwon, W.H. ; Pearson, A.E.

  • Author_Institution
    Brown University, Providence, RI, USA
  • Volume
    22
  • Issue
    1
  • fYear
    1977
  • fDate
    2/1/1977 12:00:00 AM
  • Firstpage
    143
  • Lastpage
    144
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1977.1101441
  • Filename
    1101441