Title :
An extension on a new formulation of the algebraic Riccati equation problem
Author_Institution :
IBM Madrid Scientific Center, Madrid, Spain
fDate :
2/1/1983 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1983.1103208