Algebraic Riccati equation

id: algebraic-riccati-equation-313-9244229
title: Algebraic Riccati equation
text: An algebraic Riccati equation is a type of nonlinear equation that arises in the context of infinite-horizon optimal control problems in continuous time or discrete time. A typical algebraic Riccati equation is similar to one of the following: the continuous time algebraic Riccati equation (CARE): or the discrete time algebraic Riccati equation (DARE): P is the unknown n by n symmetric matrix and A, B, Q, R are known real coefficient matrices, with Q and R symmetric. Though generally this equati
brand slug: wiki
category slug: encyclopedia
description: Nonlinear equation which arises on linear optimal control problems
original url: https://en.wikipedia.org/wiki/Algebraic_Riccati_equation
date created:
date modified: 2023-12-30T12:24:24Z
main entity: {"identifier":"Q4723989","url":"https://www.wikidata.org/entity/Q4723989"}
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fields total: 13
integrity: 14

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