The algebraic Riccati equation: Conditions for the existence and uniqueness of solutions (Q800446): Difference between revisions
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English | The algebraic Riccati equation: Conditions for the existence and uniqueness of solutions |
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The algebraic Riccati equation: Conditions for the existence and uniqueness of solutions (English)
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1984
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Si A, C, D, X sont des matrices complexes (\(n\times n)\), telles que C, D et X soient hermitiennes et D semi-définie positive, l'équation de Riccati a la forme: \(XDX+XA+A^*X-C=0.\) L'A. étudie les solutions de cette équation (existence et unicité).
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existence
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uniqueness
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unmixed solutions
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algebraic Riccati equation
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quadratic regulator problem
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feedback matrix
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