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Monotonicity of maximal solutions of algebraic Riccati equations

โœ Scribed by H.K. Wimmer


Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
147 KB
Volume
5
Category
Article
ISSN
0167-6911

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Existence condition of positive-definite
โœ Hiroyuki Kano ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 453 KB

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-