×

An overview on the solutions of the algebraic matrix Riccati equation and related problems. (English) Zbl 0453.93025


MSC:

93C05 Linear systems in control theory
93A15 Large-scale systems
93C35 Multivariable systems, multidimensional control systems
93E10 Estimation and detection in stochastic control theory
93E20 Optimal stochastic control
49J15 Existence theories for optimal control problems involving ordinary differential equations
93B40 Computational methods in systems theory (MSC2010)
PDFBibTeX XMLCite