On the Matrix Riccati Equation

University dissertation from Department of Automatic Control, Lund Institute of Technology (LTH)

Author: Krister Mårtensson; Lunds Universitet.; Lund University.; Lunds Universitet.; Lund University.; [1970]

Keywords: TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

Abstract: The matrix Riccati equation appears in many optimal control and
filtering problems. In this paper the Riccati equation is studied
from an algebraic point of view, and the results are applied on
optimal control of linear time invariant systems with quadratic
loss.

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