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
fDate :
6/1/1979 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1102034
