PROPERTIES OF A QUADRATIC MATRIX EQUATION AND THE SOLUTION OF THE CONTINUOUS-TIME ALGEBRAIC RICCATI EQUATION

Authors
XU HG LU LZ
Citation
Hg. Xu et Lz. Lu, PROPERTIES OF A QUADRATIC MATRIX EQUATION AND THE SOLUTION OF THE CONTINUOUS-TIME ALGEBRAIC RICCATI EQUATION, Linear algebra and its applications, 222, 1995, pp. 127-145
Citations number
16
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
222
Year of publication
1995
Pages
127 - 145
Database
ISI
SICI code
0024-3795(1995)222:<127:POAQME>2.0.ZU;2-5
Abstract
We discuss some properties of a quadratic matrix equation with some re strictions, then use these results on the algebraic Riccati equation t o get a new algorithm. The algorithm sufficiently takes account of the structure of the associated matrix; hence it is very effective.