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1977•IEEE Transactions on Automatic ControlRequires access

A note on the algebraic matrix Riccati equation

W.H. Kwon, A. E. Pearson

Open publisher page 64 citations

Abstract

The results in [1] and [2] for the matrix Lyapunov equation are extended to the case of an algebraic matrix Riccati equation. Some errors in [1] and [2] 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.

About this research paper

What this paper is about

The results in [1] and [2] for the matrix Lyapunov equation are extended to the case of an algebraic matrix Riccati equation. Some errors in [1] and [2] 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.

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OpenAlex reports 64 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

The results in [1] and [2] for the matrix Lyapunov equation are extended to the case of an algebraic matrix Riccati equation. Some errors in [1] and [2] 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.

Key concepts: Algebraic Riccati equation, Riccati equation, Matrix difference equation, Mathematics, Linear-quadratic regulator, Matrix (chemical analysis), Matrix differential equation, Lyapunov equation

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