Abstract
This correspondence shows how a nonrecursive solution of the discrete matrix Riccati equation can be obtained when, in contrast with the assumption of Vaughan [1], the transition matrix is singular and discusses two numerical solution techniques.
Original language | English |
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Pages (from-to) | 610-612 |
Journal | IEEE transactions on automatic control |
Volume | 25 |
Issue number | 3 |
Publication status | Published - 1980 |
Keywords
- IR-55608