DocumentCode :
839281
Title :
Decoupled decomposition of the Riccati equation
Author :
Bagchi, A. ; Strijbos, R. C W
Author_Institution :
University of Twente, Enschede, The Netherlands
Volume :
27
Issue :
3
fYear :
1982
fDate :
6/1/1982 12:00:00 AM
Firstpage :
696
Lastpage :
698
Abstract :
The general matrix Riccati equation is decomposed into product of two factors where the first one is determined independent of the second factor. Condition for existence of solution of the Riccati equation is given via this decomposition and the existence of solution of the self-adjoint matrix Riccati equation arising in optimal control and Kalman filtering is directly established from that condition.
Keywords :
Algebraic Riccati equation (ARE); Kalman filtering; Matrix decomposition/factorization; Riccati equations, algebraic; Controllability; Differential equations; Estimation theory; Filtering; Kalman filters; Mathematics; Matrix decomposition; Optimal control; Riccati equations; State-space methods;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1982.1102998
Filename :
1102998
Link To Document :
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