On a quadratic matrix inequality and the corresponding algebraic Riccati equation†

DOI10.1080/00207178208932895zbMath0486.93059OpenAlexW2036281404MaRDI QIDQ3947554

F. A. Badawi

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/00207178208932895

zbMATH Keywords

algebraic Riccati equationfeedback matrixstochastic realization theoryquadratic matrix inequalityboundary interior and extreme points

Mathematics Subject Classification ID

Factorization of matrices (15A23) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic systems in control theory (general) (93E03) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30) Realizations from input-output data (93B15)

Related Items (7)

Formulas for calculating the extremum ranks and inertias of a four-term quadratic matrix-valued function and their applications ⋮ Solving optimization problems on ranks and inertias of some constrained nonlinear matrix functions via an algebraic linearization method ⋮ Homogeneous Riccati equations versus quadratic inequalities ⋮ The Lyapunov order for real matrices ⋮ Performance bounds for linear stochastic control ⋮ Performance bounds and suboptimal policies for linear stochastic control via LMIs ⋮ Linear-quadratic regulator. I: A new solution

Cites Work

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