• 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