Matrix Quadratic Solutions
DOI10.1137/0114044zbMATH Open0144.02001OpenAlexW2072792819MaRDI QIDQ5519944FDOQ5519944
Authors: James E. Potter
Publication date: 1966
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0114044
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Cited In (only showing first 100 items - show all)
- On the matrix Riccati equation
- Optimal control of power systems and the Riccati equation
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- A new solution method for quadratic matrix equations
- The geometry of matrix eigenvalue methods
- Canonical equations for boundary feedback control of stochastic distributed parameter systems
- Matrix zeros of quadratic equations
- A Schur decomposition for Hamiltonian matrices
- Title not available (Why is that?)
- Approximation of low rank solutions for linear quadratic control of partial differential equations
- Improved Potter-Anderson-Moore algorithm for the differential Riccati equation
- Non-symmetric matrix Riccati equations
- Decentralized control of chaos in nonlinear networks
- A simplified method for solving the matrix Riccati equation†
- Optimal linear regulator pole-placement by weight selection
- Perturbation bounds and characterisation of the solution of the associated algebraic Riccati equation
- Solving the linear quadratic optimal control problem for infinite-dimensional systems
- On the solvability of the Riccati matrix algebraic equation
- Some alternatives in recursive estimation†
- A survey of recursive algorithms for the solution of the discrete time Riccati Equation
- The algebraic Riccati equation. - A polynomial approach
- Determining quadratic weighting matrices to locate poles in a specified region
- On the approximation of multiple input-multiple output constant linear systems†
- Optimal inverse LQG control for certain ODE and PDE stationary processes
- Second order adjoint matrix equations
- Optimal boundary feedback flow stabilization by model reduction
- Some open problems in matrix theory arising in linear systems and control
- The Kalman-Bucy method of optimal filtering and its generalizations
- Title not available (Why is that?)
- Title not available (Why is that?)
- A new equation for the linear regulator problem
- Title not available (Why is that?)
- On optimal feedback control for stationary linear systems
- Active control of flexible systems
- A survey of nonsymmetric Riccati equations
- The algebraic Riccati matrix equation for eigendecomposition of canonical forms
- A note on the solution of the algebraic Riccati equation
- On the linear-quadratic closed-loop no-memory Nash game
- Optimal control of linear multivariable systems with quadratic performance index, and the inverse optimal control problem
- Solving the algebraic Riccati equation with the matrix sign function
- Worst-case design in the time domain: The maximum principle and the standard \(H_{\infty}\) problem
- Adaptive optimal control for continuous-time linear systems based on policy iteration
- A group-theoretical approach to optimal estimation and control
- Optimal control of a pretwisted shearable smart composite rotating beam
- A parameter imbedding solution of algebraic matrix Riccati equation†
- Explicit Jordan form for certain block triangular matrices. II
- Solution of Certain Matrix Equations
- The matrix sign function and computations in systems
- Determination of the normal forms of the Hamiltonian matrices
- Maximal invariant neutral subspaces and an application to the algebraic Riccati equation
- Necessary and sufficient conditions for the existence of positive solutions to algebraic Riccati equations with indefinite quadratic term
- On the open-loop Nash equilibrium in LQ-games
- On nonnegative definite solutions to matrix quadratic equations
- A noniterative algebraic solution for Riccati equations satisfying two- point boundary-value problems
- The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation
- Title not available (Why is that?)
- Novel insights on the stabilising solution to the continuous-time algebraic Riccati equation
- The scaled boundary finite-element method - alias consistent infinitesimal finite-element cell method - for elastodynamics
- Existence condition of positive-definite solutions for algebraic matrix Riccati equations
- Properties of a quadratic matrix equation and the solution of the continuous-time algebraic Riccati equation
- Fast modes in the set of minimal dissipation trajectories
- A new similarity transformation method for eigenvalues and eigenvectors
- Title not available (Why is that?)
- Computational aspects of the open-loop Nash equilibrium in linear quadratic games
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models
- Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
- A survey of some recent results in linear multivariable feedback theory
- Doubling algorithm for continuous-time algebraic Riccati equation
- Some topics in algebraic systems theory: a survey†
- A comparison of several methods for calculating the general functional matrix for linear systems†
- The geometry of the riccati equation
- Singular filtering problems
- Title not available (Why is that?)
- A link between the matrix equation AX –XB = C and the matrix quadratic
- Nonsymmetric generic matrix equations
- Solution of Lyapunov and Riccati equations in a multiprocessor environment
- Computing the estimator-controller form of a compensator
- Algebraic solution of a forward-pass fixed-interval smoother: continuous-time systems
- Fixed points of two-sided fractional matrix transformations
- Continuous and discrete Neumann systems on Stiefel varieties as matrix generalizations of the Jacobi-Mumford systems
- A link between the matrix equation AX –XB = C and the matrix quadratic
- Solution of the singular discrete regulator problem using eigenvector methods
- Discrete geodesic flows on Stiefel manifolds
- A matrix cross ratio theorem for the Riccati equation
- Stochastic independent modal-space control of distributed-parameter systems
- The solution of the matrix equation XC – BX = D as an eigenvalue problem
- Title not available (Why is that?)
- Formulation and implementation of a practical algorithm for non-stationary adaptive state estimation
- Unique non-negative definite solution of the time-varying algebraic Riccati equations with applications to stabilization of LTV systems
- Homogenization and localization in locally periodic transport
- Matrix Kloosterman sums modulo prime powers
- Optimal closed-loop poles assignment
- Data-driven adaptive optimal control for discrete-time linear time-invariant systems
- The compensation of immeasurable disturbances via optimum. output feedback
- Determination of steady state behavior for periodic discrete filtering problems
- Sensitivity and error analysis algorithms for combined estimation and control systems
- The diagonalizable solution of the quadratic matrix equation \(AX^2+BX+C=0\)
- Quadratic operator equations and periodic operator continued fractions
- Simple method for solving the constant gains of Kalman filters with single output
- Intermittent redesign of continuous controllers
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