Year: 1970
Type: article
Abstract: The matrix Riccati equation appears in many optimal control and filtering problems. In this paper the Riccati equation is studied from an algebraic point of view, and the results are applied on optimal control of linear time invariant systems with quadratic loss.
Author: Krister Mårtensson
Language: English
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2997206142
