DocumentCode
841478
Title
An extension on a new formulation of the algebraic Riccati equation problem
Author
Incertis, F.
Author_Institution
IBM Madrid Scientific Center, Madrid, Spain
Volume
28
Issue
2
fYear
1983
fDate
2/1/1983 12:00:00 AM
Firstpage
235
Lastpage
238
Abstract
In a recent paper [3], by utilizing the square root of a matrix approach a new formulation of the algebraic Riccati equation has been presented and a closed form solution has been obtained under the hypothesis that certain commutativity conditions are fulfilled on a transformed space. In this note the imposed conditions are weakened and the formulation is extended to a wider class of Riccati problems.
Keywords
Algebraic Riccati equation (ARE); Riccati equations, algebraic; Closed-form solution; Differential algebraic equations; Dynamic programming; Electrons; Filters; Integral equations; Iterative methods; Riccati equations; Underwater acoustics; Underwater vehicles;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1983.1103208
Filename
1103208
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