algebraic Riccati equation

GPTKB entity

Statements (23)
Predicate Object
gptkbp:instanceOf gptkb:mathematical_concept
gptkbp:application gptkb:Kalman_filter
optimal control
linear-quadratic regulator
gptkbp:field gptkb:mathematics
control theory
linear algebra
gptkbp:form X A + A^T X - X B R^{-1} B^T X + Q = 0
https://www.w3.org/2000/01/rdf-schema#label algebraic Riccati equation
gptkbp:namedAfter gptkb:Jacopo_Riccati
gptkbp:parameter A (matrix)
B (matrix)
Q (matrix)
R (matrix)
gptkbp:relatedTo Lyapunov equation
Sylvester equation
differential Riccati equation
gptkbp:solvedBy positive semidefinite matrix
gptkbp:type matrix equation
nonlinear equation
gptkbp:variant X (unknown matrix)
gptkbp:bfsParent gptkb:linear_quadratic_regulator
gptkbp:bfsLayer 7