Matrix Riccati equations and systems structure

1 December 1973

conference paper
Published by Institute of Electrical and Electronics Engineers (IEEE)

Vol. 12, 558-563
https://doi.org/10.1109/cdc.1973.269226

Abstract

A new algorithm for solving discrete time linear-quadratic control problems is given. This algorithm is shown to be a special case of the "structure algorithm" used for characterizing properties of linear systems. It is also shown to be related to the Chandrasekhar-type equations recently introduced by Kailath.

Keywords

RICCATI EQUATIONS
REGULATORS
LINEAR SYSTEMS
OPTIMAL CONTROL
CONTROL SYSTEMS
STABILITY
FILTERING ALGORITHMS
SYMMETRIC MATRICES
COSTS
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