The algebraic Riccati equation and the singular control problem
作者
Velimir Jurdjevic
出处
期刊:Proceedings of the IEEE Conference on Decision & Control, including the Symposium on Adaptive Processes [Institute of Electrical and Electronics Engineers] 日期:2003-01-06卷期号:9: 2387-2389被引量:1
标识
DOI:10.1109/cdc.1988.194768
摘要
The author bridges some gaps between the geometric theory of the matrix Riccati equation and the optimality properties of linear systems with quadratic cost. The theory provides proofs for some classical variational inequalities. An application of the theory that is relevant for the quadratic regulator problem is given.>