A simplified method for solving the matrix Riccati equation†

DOI10.1080/00207177208932213zbMATH Open0234.49027OpenAlexW2083147348MaRDI QIDQ5643178FDOQ5643178

John E. Prussing

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1080/00207177208932213

Mathematics Subject Classification ID

Linear optimal control problems (49N05)

Cites Work

• Matrix Quadratic Solutions

Cited In (5)

• On the solution of the open-loop Nash Riccati equations in linear quadratic differential games
• Improved Potter-Anderson-Moore algorithm for the differential Riccati equation
• Closed-form solutions for a class of optimal quadratic tracking problems
• Partitioned estimation algorithms. II: Linear estimation
• Approximate method for solving a nonstationary matrix Riccati equation

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