Sequential decomposition of the matrix Riccati equation and its application to the linear quadratic regulator problem

DOI10.1080/00207178608933571zbMath0628.93027OpenAlexW2098597933MaRDI QIDQ3765638

Eugene Soroka, Uri Shaked

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933571

zbMATH Keywords

decompositionlinear-quadratic optimal controlmatrix differential Riccati equationmatrix algebraic Riccati equations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Matrix equations and identities (15A24) Equations involving linear operators, with operator unknowns (47A62)

Related Items (1)

Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition

Cites Work

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• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
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• A More Direct Solution of the Nearly Singular Linear Regulator Problem
• Quadratic weights for asymptotic regulator properties
• Second-order convergent algorithms for the steady-state Riccati equation†
• On a Matrix Riccati Equation of Stochastic Control

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