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
Link To Document