On the Matrix Riccati Equation
(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:
https://lup.lub.lu.se/record/8523851
- author
- Mårtensson, Krister
- supervisor
- organization
- publishing date
- 1970
- 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}}, }