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On the Matrix Riccati Equation

Mårtensson, Krister (1971) In Information Sciences 3(1). p.17-49
Abstract
Properties of the algebraic equation ATX+XA−XBQ2−1BTX+Q1=0 are studied for arbitrary nonnegative definite and positive definite matrices Q1 and Q2. The results are used to study the possible number of stationary solutions of the Riccati equation. The theory for linear systems with quadratic loss is then generalized, and numerical consequences are studied.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Information Sciences
volume
3
issue
1
pages
17 - 49
publisher
Elsevier
external identifiers
  • scopus:0010058262
ISSN
0020-0255
DOI
10.1016/S0020-0255(71)80020-8
language
English
LU publication?
no
id
965bf4cb-4f0d-4557-950d-0bad489a239a
date added to LUP
2018-12-16 13:25:52
date last changed
2021-10-03 04:53:43
@article{965bf4cb-4f0d-4557-950d-0bad489a239a,
  abstract     = {{Properties of the algebraic equation ATX+XA−XBQ2−1BTX+Q1=0 are studied for arbitrary nonnegative definite and positive definite matrices Q1 and Q2. The results are used to study the possible number of stationary solutions of the Riccati equation. The theory for linear systems with quadratic loss is then generalized, and numerical consequences are studied.}},
  author       = {{Mårtensson, Krister}},
  issn         = {{0020-0255}},
  language     = {{eng}},
  number       = {{1}},
  pages        = {{17--49}},
  publisher    = {{Elsevier}},
  series       = {{Information Sciences}},
  title        = {{On the Matrix Riccati Equation}},
  url          = {{http://dx.doi.org/10.1016/S0020-0255(71)80020-8}},
  doi          = {{10.1016/S0020-0255(71)80020-8}},
  volume       = {{3}},
  year         = {{1971}},
}