Algebraic matrix Riccati equations are considered which arise in the optimal filtering as well as in control problems of continuous time-invariant systems. A necessary and sufficient condition is established for the existence of unique positivedefinite solutions and the asymptotically stable closed-
Comments on: “Existence conditions of positive-definite solutions for algebraic matrix Riccati equations”
✍ Scribed by R.H. Kwong; T.J. Richardson
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 46 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0005-1098
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✦ Synopsis
It is pointed out that the main results in a recent paper by Kano (1987) have previously been published in the literature.
IN KANO (1987), necessary and sufficient conditions are given for the existence and uniqueness of positive definite solutions to the algebraic Riccati equation and asymptotic stability of the closed-loop system. We would like to point out that the main results of that paper, evidently unaware to its author, have previously been given in Richardson and Kwong (1986). Specifically, Theorem 2 and its proof in Richardson and Kwong (1986) contain the results described in Theorems 1, 2 *
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