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On positive definite solutions to the algebraic Riccati equation

✍ Scribed by T.J. Richardson; R.H. Kwong

Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
401 KB
Volume
7
Category
Article
ISSN
0167-6911

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πŸ“œ SIMILAR VOLUMES

Existence condition of positive-definite
Existence condition of positive-definite solutions for algebraic matrix riccati equations
✍ Hiroyuki Kano πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 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-

Comments on: β€œExistence conditions of po
Comments on: β€œExistence conditions of positive-definite solutions for algebraic matrix Riccati equations”
✍ R.H. Kwong; T.J. Richardson πŸ“‚ Article πŸ“… 1989 πŸ› Elsevier Science 🌐 English βš– 46 KB

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 s

Numerical solutions of the algebraic mat
Numerical solutions of the algebraic matrix Riccati equation
✍ Hans M. Amman; Heinz Neudecker πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 349 KB

The linear-quadratic control model is one of the most widely used control models in both empirical and theoretical economic modeling. In order to obtain the equilibrium solution of this control model, the so-called algebraic matrix Riccati equation has to be solved. In this note we present a numeric