DocumentCode
3004372
Title
Matrix Riccati equations and systems structure
Author
Payne, H.J. ; Silverman, L.M.
Author_Institution
University of Southern California
fYear
1973
fDate
5-7 Dec. 1973
Firstpage
558
Lastpage
563
Abstract
A new algorithm for solving discrete time linear-quadratic control problems is given. This algorithm is shown to be a special case of the "structure algorithm" used for characterizing properties of linear systems. It is also shown to be related to the Chandrasekhar-type equations recently introduced by Kailath.
Keywords
Control systems; Costs; Feedback; Filtering algorithms; Linear systems; Optimal control; Regulators; Riccati equations; Stability; Symmetric matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 12th Symposium on Adaptive Processes, 1973 IEEE Conference on
Conference_Location
San Diego, CA, USA
Type
conf
DOI
10.1109/CDC.1973.269226
Filename
4045139
Link To Document