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Existence of algebraic matrix Riccati equations arising in transport theory

โœ Scribed by Jonq Juang

Book ID
107826571
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
358 KB
Volume
230
Category
Article
ISSN
0024-3795

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In this paper, we consider the nonsymmetric algebraic Riccati equation arising in transport theory. An important feature of this equation is that its minimal positive solution can be obtained via computing the minimal positive solution of a vector equation. We propose a class of iterative methods to

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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-