Back to University of Twente portal
Decoupled decomposition of the Riccati equation
Bagchi, A. and Strijbos, R.C.W. (1982) Decoupled decomposition of the Riccati equation. IEEE Transactions on Automatic Control, 27 (3). pp. 696-698. ISSN 0018-9286
![[img]](http://doc.utwente.nl/style/images/fileicons/application_pdf.png)
| PDF 259Kb |
| Abstract: | The general matrix Riccati equation is decomposed into product of two factors where the first one is determined independent of the second factor. Condition for existence of solution of the Riccati equation is given via this decomposition and the existence of solution of the self-adjoint matrix Riccati equation arising in optimal control and Kalman filtering is directly established from that condition. |
| Item Type: | Article |
| Copyright: | © 1982 IEEE |
| Faculty: | Electrical Engineering, Mathematics and Computer Science (EEMCS) |
| Research Group: | |
| Link to this item: | http://purl.utwente.nl/publications/55613 |
| Official URL: | http://dx.doi.org/10.1109/TAC.1982.1102998 |
| Export this item as: | BibTeX EndNote HTML Citation Reference Manager |
Show download statistics for this publication
Show download statistics for this publicationRepository Staff Only: item control page