A Note on the Algebraic Matrix Riccati Equation.
Abstract
The results for the matrix Lyapunov equation are extended to the case of an algebraic matrix Riccati equation. Some errors are pointed out by a counter example. The estimations obtained in this note are shown to be exact for certain cases. Similar results are possible for the discrete algebraic matrix Riccati equation. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1976
- Accession Number
- ADA032681
Entities
People
- Allan E. Pearson
- W. H. Kwon
Organizations
- Brown University