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
Link To Document :
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