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On the Matrix Riccati Equation

Mårtensson, Krister (1970)
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
organization
publishing date
type
Thesis
publication status
published
subject
publisher
Department of Automatic Control, Lund Institute of Technology (LTH)
language
English
LU publication?
no
id
eca70853-9773-452e-8ab8-b8d6d8346ef0 (old id 8523851)
date added to LUP
2016-02-01 09:29:32
date last changed
2016-09-19 08:44:53
@misc{eca70853-9773-452e-8ab8-b8d6d8346ef0,
  abstract     = {The matrix Riccati equation appears in many optimal control and<br/><br>
filtering problems. In this paper the Riccati equation is studied<br/><br>
from an algebraic point of view, and the results are applied on<br/><br>
optimal control of linear time invariant systems with quadratic<br/><br>
loss.},
  author       = {Mårtensson, Krister},
  language     = {eng},
  note         = {Licentiate Thesis},
  publisher    = {Department of Automatic Control, Lund Institute of Technology (LTH)},
  title        = {On the Matrix Riccati Equation},
  year         = {1970},
}