Generalized continuous-time Riccati theory
نویسندگان
چکیده
منابع مشابه
The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control
The purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the discrete-time generalised Riccati equation, but, differently from the discrete case, to date the importance of this equation in the context of optimal contro...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1996
ISSN: 0024-3795
DOI: 10.1016/0024-3795(94)00035-2