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On the Matrix Riccati Equation

Mårtensson, Krister (1970) In Research Reports TFRT-3020
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.
Please use this url to cite or link to this publication:
author
supervisor
organization
publishing date
type
Thesis
publication status
published
subject
in
Research Reports TFRT-3020
publisher
Department of Automatic Control, Lund Institute of Technology (LTH)
ISSN
0346-5500
language
English
LU publication?
no
id
eca70853-9773-452e-8ab8-b8d6d8346ef0 (old id 8523851)
date added to LUP
2016-04-01 15:39:54
date last changed
2018-12-17 09:03:34
@misc{eca70853-9773-452e-8ab8-b8d6d8346ef0,
  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       = {{Mårtensson, Krister}},
  issn         = {{0346-5500}},
  language     = {{eng}},
  note         = {{Licentiate Thesis}},
  publisher    = {{Department of Automatic Control, Lund Institute of Technology (LTH)}},
  series       = {{Research Reports TFRT-3020}},
  title        = {{On the Matrix Riccati Equation}},
  url          = {{https://lup.lub.lu.se/search/files/4444287/8572869.pdf}},
  year         = {{1970}},
}