Comments on "A nonrecursive algebraic solution for the discrete Riccati equation"
- 1 June 1980
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 25 (3) , 610-612
- https://doi.org/10.1109/tac.1980.1102386
Abstract
This correspondence shows how a nonrecursive solution of the discrete matrix Riccati equation can be obtained when, in contrast with the assumption of Vaughan [1], the transition matrix is singular and discusses two numerical solution techniques.Keywords
This publication has 3 references indexed in Scilit:
- On the eigenvalue-eigenvector method for solution of the stationary discrete matrix Riccati equationIEEE Transactions on Automatic Control, 1979
- An Algorithm for Generalized Matrix Eigenvalue ProblemsSIAM Journal on Numerical Analysis, 1973
- A nonrecursive algebraic solution for the discrete Riccati equationIEEE Transactions on Automatic Control, 1970