scientific article; zbMATH DE number 3843587

MaRDI QIDQ3313700zbMATH OpenFDO

Authors M. A. Singer, S. Hammarling

Publication date 1984

zbMATH Keywords

algebraic Riccati equationHermitian matrix pencilslinear-quadratic Gaussian problem

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Canonical forms, reductions, classification (15A21) Matrix equations and identities (15A24) Hermitian, skew-Hermitian, and related matrices (15B57) Canonical structure (93B10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

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Cited in

(4)

• Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems
• Spectral factorization via Hermitian pencils
• Rational spectral factorization using state-space methods
• The algebraic Riccati matrix equation for eigendecomposition of canonical forms

Describes a project that uses

Uses Software

• HQR3
• DSUBSP

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