Coupled matrix Riccati equations in minimal cost variance control problems

IEEE Transactions on Automatic Control

Volumn 44, Issue 3, 1999, Pages 556-560

  Freiling, G ^a   Lee, S R ^a   Jank, G ^b  

^a UNIVERSITY OF DUISBURG ESSEN   (Germany)

^b RWTH AACHEN UNIVERSITY   (Germany)

Author keywords

Coupled algebraic Riccati equations; Coupled Riccati differential equation; Minimal cost variance control problem

Indexed keywords

ALGORITHMS; FUNCTIONS; MATRIX ALGEBRA; RICCATI EQUATIONS;

COUPLED ALGEBRAIC RICATTI EQUATIONS; MINIMAL COST VARIANCE CONTROL PROBLEMS;

CONTROL SYSTEM ANALYSIS;

EID: 0033097606     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.751349     Document Type: Article

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