A square root of a matrix approach to obtain the solution to a steady-state matrix Riccati equation
D.W. Repperger
Abstract
D.W. Repperger
Abstract
By utilizing the square root of a matrix approach, a method of generating the solution to a steady-state matrix Riccati type equation (under certain restrictions) is presented. This approach not only yields a closed form expression for the Riccati solution, but also converts the original Riccati equation into other equations which may have numerical or computational advantages. An example is worked out for a second-order case.
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By utilizing the square root of a matrix approach, a method of generating the solution to a steady-state matrix Riccati type equation (under certain restrictions) is presented. This approach not only yields a closed form expression for the Riccati solution, but also converts the original Riccati equation into other equations which may have numerical or computational advantages. An example is worked out for a second-order case.
Key concepts: Riccati equation, Algebraic Riccati equation, Matrix difference equation, Mathematics, Linear-quadratic regulator, Square root, Matrix (chemical analysis), Square matrix