• 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