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A generalization of the matrix-sign-function solution for algebraic Riccati equations

 

作者: JUDITHD. GARDINER,   ALANJ. LAUB,  

 

期刊: International Journal of Control  （Taylor Available online 1986）
卷期: Volume 44, issue 3  

页码: 823-832

 

ISSN:0020-7179

 

年代: 1986

 

DOI:10.1080/00207178608933634

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The matrix sign function is applied to the solution of generalized algebraic Riccati equations without the need to reduce them to standard form. The method can be used for both continuous- and discrete-time systems, including discrete-time systems with singular transition matrices.

 

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