DocumentCode
829336
Title
On the eigenvalue-eigenvector method for solution of the stationary discrete matrix Riccati equation
Author
Michelsen, Michael L.
Author_Institution
Technical University of Denmark, Lyngby, Denmark
Volume
24
Issue
3
fYear
1979
fDate
6/1/1979 12:00:00 AM
Firstpage
480
Lastpage
481
Abstract
The purpose of this correspondence is to point out that certain numerical problems encountered in the solution of the stationary discrete matrix Riccati equation by the eigenvalue-eigenvector method of Vanghan [1] can be avoided by a simple reformulation.
Keywords
Discrete time Riccati equations; Riccati equations, discrete-time; Analog computers; Bismuth; Control system synthesis; Control systems; Fasteners; Optimal control; Polynomials; Riccati equations; Seminars; State feedback;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1979.1102034
Filename
1102034
Link To Document