On the Matrix Riccati Equation
(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.
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- author
- Mårtensson, Krister
- organization
- publishing date
- 1971
- 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}}, }