Title :
A new formulation of the algebraic Riccati equation problem
Author_Institution :
IBM Madrid Scientific Center, Madrid, Spain
fDate :
6/1/1981 12:00:00 AM
Abstract :
A new formulation of the algebraic Riccati equation is presented and a closed form solution is obtained under the hypothesis that the coefficient matrices fulfill certain commutativity conditions on a transformed space. The formulation extends the results of [1] to a wider class of Riccati problems.
Keywords :
Algebraic Riccati equation (ARE); Riccati equations, algebraic; Closed-form solution; Feedback; Linear systems; Optimal control; Riccati equations; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1981.1102692
