On the matrix Riccati equation

DOI10.1016/S0020-0255(71)80020-8zbMath0206.45602OpenAlexW2133450001MaRDI QIDQ2542892

Publication date: 1971

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0020-0255(71)80020-8

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Feedback control (93B52) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Linear-quadratic optimal control problems (49N10) Algebraic methods (93B25) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)

Related Items

Differential periodic Riccati equations: Existence and uniqueness of nonnegative definite solutions, EXPERT OPINIONS AND LOGARITHMIC UTILITY MAXIMIZATION FOR MULTIVARIATE STOCK RETURNS WITH GAUSSIAN DRIFT, Non-symmetric matrix Riccati equations, Existence of positive-definite and semidefinite solutions of discrete-time algebraic Riccati equations, Direct solution to the general reduced-order stochastic observation problem, On the Newton-Kleinman method for strongly stabilizable infinite-dimensional systems, A new solution method for quadratic matrix equations, Sequential decomposition of the matrix Riccati equation and its application to the linear quadratic regulator problem, The Kalman-Bucy method of optimal filtering and its generalizations, Riccati differential equation in optimal filtering of periodic non-stabilizable systems, On the operator equation \(AX-XB+XDX=C\), Area decomposition for electromechanical models of power systems, Variable structure servomechanism design and applications to overspeed protection control, On complete set of solutions for polynomial matrix equations, Unnamed Item, Some open problems in matrix theory arising in linear systems and control, On a matrix Riccati equation of cooperative control, Classical System Theory Revisited for Turnpike in Standard State Space Systems and Impulse Controllable Descriptor Systems, The geometry of the riccati equation, Cheap control of the time-invariant regulator, On the periodic solutions of the Matrix Riccati equation, Unnamed Item, Singular perturbation of an infinite interval linear state regulator problem in optimal control, The time-invariant linear-quadratic optimal control problem, Unnamed Item, Solution of the singular discrete regulator problem using eigenvector methods, The matrix sign function and computations in systems, Controlled equilibrium selection in stochastically perturbed dynamics, A note on the solution of the algebraic Riccati equation, Unnamed Item, Determination of steady state behavior for periodic discrete filtering problems, Closed-form solutions for a class of optimal quadratic tracking problems, On nonnegative definite solutions to matrix quadratic equations, Dissipative dynamical systems. II: Linear systems with quadratic supply rates, Efficient optimal controller for nuclear power plants, Optimal linear regulator pole-placement by weight selection, On the linear-quadratic closed-loop no-memory Nash game, Direct singular perturbation analysis of high-gain and cheap control problems, Output feedback pole placement in the design of suboptimal linear quadratic regulators†, Asymptotic solutions to the matrix Riccati equation, A new similarity transformation method for eigenvalues and eigenvectors, On the matrix Riccati approach to a singularly perturbed regulator problem, Determination of the normal forms of the Hamiltonian matrices, Maximal invariant neutral subspaces and an application to the algebraic Riccati equation, Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples, The algebraic Riccati equation. - A polynomial approach, A group-theoretical approach to optimal estimation and control, Solving algebraic and differential Riccati operator equations, The semi-stabilizing solution of generalized algebraic Riccati equation for descriptor systems, Boundary problems for Riccati and Lyapunov equations, Some topics in algebraic systems theory: a survey†, On positive definite solutions to the algebraic Riccati equation, A survey of nonsymmetric Riccati equations

Cites Work