On the matrix riccati equation
Information SciencesPublished 1 January 1971
K. Mrtensson
Citations192
SJR quartileQ1
SJR score1.80
SNIP1.98
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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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Computer ScienceMathematicsPhysics and Astronomy
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