Work

On the Matrix Riccati Equation

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.
Language: English
Open Access status: green
OpenAlex ID: W2997206142
FWCI:
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Cited by: 8
Related to: 10