Title :
Comments on "A nonrecursive algebraic solution for the discrete Riccati equation"
Author_Institution :
Twente University of Technology, Enschede, The Netherlands
fDate :
6/1/1980 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1980.1102386
