• DocumentCode
    814674
  • Title

    An analytic solution for an algebraic matrix Riccati equation

  • Author

    Shubert, H.A.

  • Author_Institution
    Louisiana State University, New Orleans, LA, USA
  • Volume
    19
  • Issue
    3
  • fYear
    1974
  • fDate
    6/1/1974 12:00:00 AM
  • Firstpage
    255
  • Lastpage
    256
  • Abstract
    A procedure is given whereby an analytic solution may sometimes be found for a matrix algebraic equation, such as occurs in deterministic and stochastic optimization problems.
  • Keywords
    Algebraic Riccati equation (ARE); Riccati equations, algebraic; Cost function; Feedback; Milling machines; Riccati equations; Stochastic processes; Symmetric matrices; Time invariant systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100564
  • Filename
    1100564
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=814674