A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations

A.I.A. Salama; V. Gourishankar

doi:10.1109/T-C.1974.223788

Publication
1974
Issue No. 1 - January
Abstract - A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations

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A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations

January 1974 (vol. 23 no. 1)

pp. 100-102

	ASCII Text	x
	A.I.A. Salama, V. Gourishankar, "A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations," IEEE Transactions on Computers, vol. 23, no. 1, pp. 100-102, January, 1974.

	BibTex	x
	@article{ 10.1109/T-C.1974.223788, author = {A.I.A. Salama and V. Gourishankar}, title = {A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations}, journal ={IEEE Transactions on Computers}, volume = {23}, number = {1}, issn = {0018-9340}, year = {1974}, pages = {100-102}, doi = {http://doi.ieeecomputersociety.org/10.1109/T-C.1974.223788}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, }

	RefWorks Procite/RefMan/Endnote	x
	TY - JOUR JO - IEEE Transactions on Computers TI - A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations IS - 1 SN - 0018-9340 SP100 EP102 EPD - 100-102 A1 - A.I.A. Salama, A1 - V. Gourishankar, PY - 1974 KW - Coupled matrix Riccati equation KW - jump parameters KW - linear systems KW - Newton's method KW - optimal control. VL - 23 JA - IEEE Transactions on Computers ER -

A.I.A. Salama, University of Calgary

V. Gourishankar

DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/T-C.1974.223788

A computational algorithm for solving a system of coupled matrix algebraic equations is presented in this paper. Such equations arise in optimal control problems of linear systems with jump parameters.

Index Terms:

Coupled matrix Riccati equation, jump parameters, linear systems, Newton's method, optimal control.

Citation:

A.I.A. Salama, V. Gourishankar, "A Computational Algorithm for Solving a System of Coupled Algebraic Matrix Riccati Equations," IEEE Transactions on Computers, vol. 23, no. 1, pp. 100-102, Jan. 1974, doi:10.1109/T-C.1974.223788

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