• DocumentCode
    2888811
  • Title

    Riccati Equation Solution Method for the Computation of the Extreme Solutions of X+A*X-1A=Q and X-A*X-1A=Q

  • Author

    Adam, Maria ; Sanida, Francesca ; Assimakis, Nicholas ; Voliotis, Stamatis

  • Author_Institution
    Dept. of Comput. Sci. & Biomed. Inf., Univ. of Central Greece, Lamia, Greece
  • fYear
    2009
  • fDate
    18-20 June 2009
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    Algebraic and recursive methods for computing the extreme solutions of the matrix equations X + A*X-1A = Q and X - A*X-1A = Q are presented in this paper. The proposed algorithms are based on the solution of the corresponding discrete time Riccati equations.
  • Keywords
    Riccati equations; matrix algebra; algebraic method; discrete time Riccati equations; matrix equations; recursive method; Biomedical computing; Biomedical informatics; Computer science; Control theory; Dynamic programming; Educational technology; Filtering theory; Riccati equations; Statistics; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Systems, Signals and Image Processing, 2009. IWSSIP 2009. 16th International Conference on
  • Conference_Location
    Chalkida
  • Print_ISBN
    978-1-4244-4530-1
  • Electronic_ISBN
    978-1-4244-4530-1
  • Type

    conf

  • DOI
    10.1109/IWSSIP.2009.5367796
  • Filename
    5367796