Title :
An Additional Algorithm for a System of Coupled Algebraic Matrix Riccati Equations
Author_Institution :
Department of Electrical Engineering, University of Houston, Houston, TX 77004.
Abstract :
An iterative computational algorithm is presented for solving a system of coupled matrix Riccati equations based on the sign of a matrix.
Keywords :
Couplings; Dictionaries; Distributed computing; Eigenvalues and eigenfunctions; Iterative algorithms; Matrices; Notice of Violation; Optimal control; Riccati equations; Testing; Linear systems; Riccati equations; optimal control; sign matrix;
Journal_Title :
Computers, IEEE Transactions on
DOI :
10.1109/TC.1976.5009210