The algebraic Riccati equation: Conditions for the existence and uniqueness of solutions

DOI10.1016/0024-3795(84)90224-6zbMath0549.15008OpenAlexW2011516374MaRDI QIDQ800446

Harald K. Wimmer

Publication date: 1984

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(84)90224-6

zbMATH Keywords

existenceuniquenessalgebraic Riccati equationfeedback matrixunmixed solutionsquadratic regulator problem

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Existence theories for optimal control problems involving ordinary differential equations (49J15) Control/observation systems governed by ordinary differential equations (93C15)

Related Items

Differential periodic Riccati equations: Existence and uniqueness of nonnegative definite solutions ⋮ On parameter dependence of solutions of algebraic Riccati equations ⋮ Diagonal Riccati stability and positive time-delay systems ⋮ Some open problems in matrix theory arising in linear systems and control ⋮ Invariant manifolds and projective combinations of solutions of the Riccati differential equation ⋮ The solution set of the algebraic Riccati equation and the algebraic Riccati inequality

Cites Work

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• Frequency theorem and the Lure equation
• The Algebraic Riccati Equation without Complete Controllability
• Existence and uniqueness theorems for the algebraic Riccati equation
• Matrix quadratic equations
• Equivalence Relations for the Algebraic Riccati Equation

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