Sequential decomposition of the matrix Riccati equation and its application to the linear quadratic regulator problem

DOI10.1080/00207178608933571zbMATH Open0628.93027OpenAlexW2098597933MaRDI QIDQ3765638FDOQ3765638

Authors: Eugene Soroka, U. Shaked 

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933571

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zbMATH Keywords

decompositionlinear-quadratic optimal controlmatrix differential Riccati equationmatrix algebraic Riccati equations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Matrix equations and identities (15A24) Equations involving linear operators, with operator unknowns (47A62)

Cites Work

• Title not available (Why is that?)
• On a Matrix Riccati Equation of Stochastic Control
• Riccati differential equations
• Second-order convergent algorithms for the steady-state Riccati equation†
• Almost invariant subspaces: An approach to high gain feedback design--Part I: Almost controlled invariant subspaces
• Quadratic weights for asymptotic regulator properties
• The optimal linear-quadratic time-invariant regulator with cheap control
• Generalized quadratic weights for asymptotic regulator properties
• A More Direct Solution of the Nearly Singular Linear Regulator Problem
• On the matrix Riccati equation
• Approximations to Riccati equations having slow and fast modes
• The asymptotic behavior of constant-coefficient Riccati differential equations
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• Duality and bounds for the matrix Riccati equation
• On the asymptotic behaviour of optimal root loci

Cited In (6)

• Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition
• Title not available (Why is that?)
• Title not available (Why is that?)
• A gain matrix decomposition and some of its applications
• Exact decomposition of the algebraic Riccati equation of deterministic multimodeling optimal control problems
• Title not available (Why is that?)

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