Algebraic Riccati equations and matrix inequalities
Different types of algebraic equations or inequalities are encountered in many filtering and control problems. In this chapter, we study in detail some such equations or inequalities. In particular, we study what are known as algebraic Riccati equations, linear matrix inequalities, and quadratic matrix inequalities, all of which ensue in connection with both continuous- as well as discrete-time systems.
KeywordsLinear Matrix Inequality Imaginary Axis Hamiltonian Matrix Algebraic Riccati Equation Matrix Pencil
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