Title :
A square root of a matrix approach to obtain the solution to a steady-state matrix Riccati equation
Author :
Repperger, Daniel W.
Author_Institution :
Wright Patterson Air Force Base, Dayton, OH, USA
fDate :
10/1/1976 12:00:00 AM
Abstract :
By utilizing the square root of a matrix approach, a method of generating the solution to a steady-state matrix Riccati type equation (under certain restrictions) is presented. This approach not only yields a closed form expression for the Riccati solution, but also converts the original Riccati equation into other equations which may have numerical or computational advantages. An example is worked out for a second-order case.
Keywords :
Algebraic Riccati equation (ARE); Riccati equations, algebraic; Iterative methods; Kalman filters; Matrix converters; Nonlinear equations; Observability; Optimal control; Partitioning algorithms; Riccati equations; Steady-state; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1976.1101326