DocumentCode
804026
Title
Eigenvector scaling in a solution of the matrix Riccati equation
Author
Walter, O.
Author_Institution
University of Manchester, Manchester, England
Volume
15
Issue
4
fYear
1970
fDate
8/1/1970 12:00:00 AM
Firstpage
486
Lastpage
487
Abstract
An eigenvector matrix is used in deriving an explicit expression for the solution of the matrix Riccati equation. A misleading situation arises from the derivation of this expression as originally published [1], which it is the purpose of this correspondence to clarify. For the expression to be valid the eigenvectors are not normalized in the usual sense of the word but must be scaled in one of two particular ways.
Keywords
Linear systems, time-invariant continuous-time; Riccati equations; Cost function; Eigenvalues and eigenfunctions; Riccati equations; Symmetric matrices;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1970.1099528
Filename
1099528
Link To Document