DocumentCode
832923
Title
Comments on "A nonrecursive algebraic solution for the discrete Riccati equation"
Author
Gaalman, G.
Author_Institution
Twente University of Technology, Enschede, The Netherlands
Volume
25
Issue
3
fYear
1980
fDate
6/1/1980 12:00:00 AM
Firstpage
610
Lastpage
612
Abstract
This correspondence shows how a nonrecursive solution of the discrete matrix Riccati equation can be obtained when, in contrast with the assumption of Vaughan [1], the transition matrix is singular and discusses two numerical solution techniques.
Keywords
Discrete time Riccati equations; Riccati equations, discrete-time; Automatic control; Control systems; Difference equations; Eigenvalues and eigenfunctions; Mechanical engineering; Optimal control; Polynomials; Riccati equations;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1980.1102386
Filename
1102386
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