Criterion for the convergence of the solution of the Riccati differential equation

DOI10.1109/TAC.1981.1102812zbMath0472.93032OpenAlexW1996967464WikidataQ115264991 ScholiaQ115264991MaRDI QIDQ3927128

Jacques L. Willems, Frank M. Callier

Publication date: 1981

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1981.1102812

zbMATH Keywords

algebraic Riccati equationoptimal control problemmatrix Riccati differential equationnecessary and sufficient condition for convergencestabilizable systemsfinal state penalty matrixlinear system with a quadratic cost function

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Algebraic methods (93B25) Model systems in control theory (93C99)

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