DocumentCode :
802512
Title :
An alternate approach to expanding PA+A\´P=-Q
Author :
Bingulac, S.
Author_Institution :
Institute for Nuclear Sciences "Boris Kidrič" and University of Belgrade, Belgrade, Yugoslavia
Volume :
15
Issue :
1
fYear :
1970
fDate :
2/1/1970 12:00:00 AM
Firstpage :
135
Lastpage :
137
Abstract :
The problem of expanding the matrix equation PA + A\´P = - Q into a system of algebraic equations is considered. Starting from the previously published results, it suggests an alternate approach which is rather simple and very effective in computer applications. This approach is particularly useful when the given equation has to be solved iteratively which is the case in solution of the algebraic matrix Riccati equation appearing in optimal control problems.
Keywords :
Matrix equations; Automatic control; Computer aided software engineering; Iterative methods; Matrix converters; Newton method; Riccati equations; Symmetric matrices; Vectors;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1970.1099386
Filename :
1099386
Link To Document :
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