F. Incertis
Abstract
A new formulation of the algebraic Riccati equation is presented and a closed form solution is obtained under the hypothesis that the coefficient matrices fulfill certain commutativity conditions on a transformed space. The formulation extends the results of [1] to a wider class of Riccati problems.
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A new formulation of the algebraic Riccati equation is presented and a closed form solution is obtained under the hypothesis that the coefficient matrices fulfill certain commutativity conditions on a transformed space. The formulation extends the results of [1] to a wider class of Riccati problems.
Key concepts: Algebraic Riccati equation, Riccati equation, Mathematics, Algebraic number, Linear-quadratic regulator, Algebraic equation, Commutative property, Applied mathematics