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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

In this paper a new algorithm for solving algebraic Riccati equations (both continuous-time and discrete-time versions) is… Expand

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