Transforming algebraic Riccati equations into unilateral quadratic matrix equations
โ Scribed by Dario A. Bini; Beatrice Meini; Federico Poloni
- Publisher
- Springer-Verlag
- Year
- 2010
- Tongue
- English
- Weight
- 309 KB
- Volume
- 116
- Category
- Article
- ISSN
- 0029-599X
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๐ SIMILAR VOLUMES
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
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-