An extension on a new formulation of the algebraic Riccati equation problem
F. Incertis
Abstract
F. Incertis
Abstract
In a recent paper [3], by utilizing the square root of a matrix approach a new formulation of the algebraic Riccati equation has been presented and a closed form solution has been obtained under the hypothesis that certain commutativity conditions are fulfilled on a transformed space. In this note the imposed conditions are weakened and the formulation is extended to a wider class of Riccati problems.
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In a recent paper [3], by utilizing the square root of a matrix approach a new formulation of the algebraic Riccati equation has been presented and a closed form solution has been obtained under the hypothesis that certain commutativity conditions are fulfilled on a transformed space. In this note the imposed conditions are weakened and the formulation is extended to a wider class of Riccati problems.
Key concepts: Algebraic Riccati equation, Riccati equation, Mathematics, Extension (predicate logic), Algebraic number, Linear-quadratic regulator, Algebraic equation, Applied mathematics