Skip to search formSkip to main content
You are currently offline. Some features of the site may not work correctly.

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
Wikipedia

Related topics

Related topics

7 relations
Bellman equationControl theoryList of numerical analysis topicsMatrix difference equation
Expand

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2012
Highly Cited
2012
Numerical Solution of Algebraic Riccati Equations
This concise and comprehensive treatment of the basic theory of algebraic Riccati equations describes the classical as well as… Expand
Is this relevant?
Highly Cited
2010
Highly Cited
2010
Solving the Matrix Differential Riccati Equation: A Lyapunov Equation Approach
In this technical note, we investigate a solution of the matrix differential Riccati equation that plays an important role in the… Expand
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5
Is this relevant?
Highly Cited
2004
Highly Cited
2004
Design of a class of nonlinear controllers via state dependent Riccati equations
In this brief, infinite-horizon nonlinear regulation of second-order systems using the State Dependent Riccati Equation (SDRE… Expand
  • figure 1
  • figure 2
  • figure 3
  • figure 4
Is this relevant?
Highly Cited
2003
Highly Cited
2003
Matrix Riccati Equations in Control and Systems Theory
1 Basic results for linear equations.- 1.1 Linear differential equations and linear algebraic equations.- 1.2 Exponential… Expand
Is this relevant?
Highly Cited
2002
Highly Cited
2002
Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
A stochastic linear quadratic (LQ) control problem is indefinite when the cost weighting matrices for the state and the control… Expand
Is this relevant?
Highly Cited
2000
Highly Cited
2000
Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
This paper deals with an optimal stochastic linear-quadratic (LQ) control problem in infinite time horizon, where the diffusion… Expand
Is this relevant?
Highly Cited
1995
Highly Cited
1995
Algebraic Riccati equations
1. Preliminaries from the theory of matrices 2. Indefinite scalar products 3. Skew-symmetric scalar products 4. Matrix theory and… Expand
Is this relevant?
Highly Cited
1993
Highly Cited
1993
A long memory property of stock market returns and a new model
Abstract A ‘long memory’ property of stock market returns is investigated in this paper. It is found that not only there is… Expand
  • table 2.1
  • figure 2.1
  • figure 2.2
  • figure 2.3
  • table 3.1
Is this relevant?
Highly Cited
1992
Highly Cited
1992
Kalman filtering and Riccati equations for descriptor systems
A general formulation of a discrete-time filtering problem for descriptor systems is considered. It is shown that the nature of… Expand
Is this relevant?
Highly Cited
1978
Highly Cited
1978
A schur method for solving algebraic Riccati equations
  • 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
Is this relevant?
By clicking accept or continuing to use the site, you agree to the terms outlined in our Privacy Policy, Terms of Service, and Dataset License
ACCEPT & CONTINUE