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Algebraic Riccati equation

Known as: Riccati equation (algebraic) 
An algebraic Riccati equation is a type of nonlinear equation that arises in the context of infinite-horizon optimal control problems in continuous… Expand
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Highly Cited
2012
Highly Cited
2012
This concise and comprehensive treatment of the basic theory of algebraic Riccati equations describes the classical as well as… Expand
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Highly Cited
2010
Highly Cited
2010
In this technical note, we investigate a solution of the matrix differential Riccati equation that plays an important role in the… Expand
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Highly Cited
2004
Highly Cited
2004
In this brief, infinite-horizon nonlinear regulation of second-order systems using the State Dependent Riccati Equation (SDRE… Expand
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Highly Cited
2003
Highly Cited
2003
1 Basic results for linear equations.- 1.1 Linear differential equations and linear algebraic equations.- 1.2 Exponential… Expand
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Highly Cited
2002
Highly Cited
2002
A stochastic linear quadratic (LQ) control problem is indefinite when the cost weighting matrices for the state and the control… Expand
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Highly Cited
2000
Highly Cited
2000
This paper deals with an optimal stochastic linear-quadratic (LQ) control problem in infinite time horizon, where the diffusion… Expand
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Highly Cited
1995
Highly Cited
1995
1. Preliminaries from the theory of matrices 2. Indefinite scalar products 3. Skew-symmetric scalar products 4. Matrix theory and… Expand
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Highly Cited
1993
Highly Cited
1993
Abstract A ‘long memory’ property of stock market returns is investigated in this paper. It is found that not only there is… Expand
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Highly Cited
1992
Highly Cited
1992
A general formulation of a discrete-time filtering problem for descriptor systems is considered. It is shown that the nature of… Expand
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Highly Cited
1978
Highly Cited
1978
  • Alan J. Laub
  • IEEE Conference on Decision and Control including…
  • 1978
  • Corpus ID: 28100787
In this paper a new algorithm for solving algebraic Riccati equations (both continuous-time and discrete-time versions) is… Expand
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