Title :
A contribution to matrix quadratic equations
Author :
Kucera, Vladimir
Author_Institution :
Czechoslovak Academy of Sciences, Prague, Czechoslovakia
fDate :
6/1/1972 12:00:00 AM
Abstract :
The well-known matrix algebraic equation of the optimal control and filtering theory is considered. A necessary and sufficient condition for its solution to yield an optimal as well as asymptotically stable closed-loop system is given. The condition involves the concepts of stabilizability and detectability.
Keywords :
Asymptotic stability; Filtering; Matrix equations; Optimal control; Control systems; Costs; Councils; Equations; Kalman filters; Linear systems; Optimal control; Regulators; Sufficient conditions; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1099983
