An analytic solution for an algebraic matrix Riccati equation

DOI10.1109/TAC.1974.1100564zbMath0284.65071MaRDI QIDQ4772120

H. A. Shubert

Publication date: 1974

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Numerical methods for ordinary differential equations (65L99)

Related Items (6)

Unnamed Item ⋮ Solution of the matrix Riccati equation in optimal control ⋮ Sensitivity and error analysis algorithms for combined estimation and control systems ⋮ Block diagonalization and eigenvalues ⋮ A computational solution for a matrix Riccati differential equation ⋮ A computational solution for the matrix riccati equation using laplace transforms

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