Lattice properties of sets of semidefinite solutions of continuous-time algebraic riccati equations
โ Scribed by Harald K. Wimmer
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 886 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0005-1098
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๐ SIMILAR VOLUMES
This note jollows the work of Lagrange and Euler and gives the essential steps for reaching a solution of the Boole and the Riccati equations with the help of continued fractions. The resulta are compared with the series solutions (which may be recognized in closed form for simple caaea) obtained by
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-