On a Certain Asymptotic Behaviour of Time-Invariant Riccati Matrix Differential Equations

DOI10.1137/0331006zbMath0770.93008OpenAlexW1986030256MaRDI QIDQ4695419

Werner Kratz

Publication date: 15 September 1993

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0331006

zbMATH Keywords

Rayleigh quotienttime-invariantstrong observabilityoptimal linear regulatorRiccati matrix differential equation

Mathematics Subject Classification ID

Controllability (93B05) Observability (93B07) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Related Items (3)

Characterization of strong observability and construction of an observer ⋮ Generalized Riccati difference and differential equations ⋮ On the optimal linear regulator

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