DocumentCode :
822329
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
Volume :
21
Issue :
5
fYear :
1976
fDate :
10/1/1976 12:00:00 AM
Firstpage :
786
Lastpage :
787
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;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1976.1101326
Filename :
1101326
Link To Document :
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