• DocumentCode
    852169
  • Title

    On the solution of a class of algebraic matrix Riccati equation

  • Author

    Pearce, C.E.M.

  • Author_Institution
    University of Adelaide, Adelaide, Australia
  • Volume
    31
  • Issue
    3
  • fYear
    1986
  • fDate
    3/1/1986 12:00:00 AM
  • Firstpage
    252
  • Lastpage
    255
  • Abstract
    We consider the algebraic matrix Riccati equation of control theory arising with a scalar control. It is shown that, if the Riccati equation is taken in phase-variable canonical form, the solution may be effected by solving a scalar polynomial equation whose degree is that of the unknown matrix. The resolution of the problem involves only elementary algebraic operations on the solution of the scalar polynomial equation. An illustrative numerical example is given.
  • Keywords
    Algebraic Riccati equation (ARE); Riccati equations, algebraic; Control theory; Eigenvalues and eigenfunctions; Iterative methods; Kalman filters; Linear systems; Optimal control; Performance analysis; Polynomials; Riccati equations; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1986.1104255
  • Filename
    1104255
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=852169