A Schur method for the solution of the matrix Riccati equation
This paper is concerned with an analytic solution of the finite-time matrix Riccati equation. The solution to the Riccati equation is given in terms of multiple of two matrices. These matrices are found using a Schur-type decomposition for Hamiltonian matrices. Simple examples illustrating the metho...
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1997-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171297000446 |
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| _version_ | 1832558754543960064 |
|---|---|
| author | Mohsen Razzaghi |
| author_facet | Mohsen Razzaghi |
| author_sort | Mohsen Razzaghi |
| collection | DOAJ |
| description | This paper is concerned with an analytic solution of the finite-time matrix Riccati equation.
The solution to the Riccati equation is given in terms of multiple of two matrices. These matrices
are found using a Schur-type decomposition for Hamiltonian matrices. Simple examples illustrating the
method are presented. |
| format | Article |
| id | doaj-art-c8d0721a8bc3405f94d795160e11ce5f |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 1997-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-c8d0721a8bc3405f94d795160e11ce5f2025-02-03T01:31:44ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04251997-01-0120233533810.1155/S0161171297000446A Schur method for the solution of the matrix Riccati equationMohsen Razzaghi0Department of Mathematics and Statistics, Mississippi State University, Mississippi State 39762, MS, USAThis paper is concerned with an analytic solution of the finite-time matrix Riccati equation. The solution to the Riccati equation is given in terms of multiple of two matrices. These matrices are found using a Schur-type decomposition for Hamiltonian matrices. Simple examples illustrating the method are presented.http://dx.doi.org/10.1155/S0161171297000446Schur methodmatrix Riccatianalytic solution. |
| spellingShingle | Mohsen Razzaghi A Schur method for the solution of the matrix Riccati equation International Journal of Mathematics and Mathematical Sciences Schur method matrix Riccati analytic solution. |
| title | A Schur method for the solution of the matrix Riccati equation |
| title_full | A Schur method for the solution of the matrix Riccati equation |
| title_fullStr | A Schur method for the solution of the matrix Riccati equation |
| title_full_unstemmed | A Schur method for the solution of the matrix Riccati equation |
| title_short | A Schur method for the solution of the matrix Riccati equation |
| title_sort | schur method for the solution of the matrix riccati equation |
| topic | Schur method matrix Riccati analytic solution. |
| url | http://dx.doi.org/10.1155/S0161171297000446 |
| work_keys_str_mv | AT mohsenrazzaghi aschurmethodforthesolutionofthematrixriccatiequation AT mohsenrazzaghi schurmethodforthesolutionofthematrixriccatiequation |