In this paper, the matrix Riccati equation is considered. There is no general way for solving the matrix Riccati equation despite the many fields to which it applies. While scalar Riccati equation has ...

Many authors considered these matrix equations. For example, Mitra [2,3], Chu [4] discussed its unconstraint solutions with the generalized inverse of matrix and the singular value decomposition (SVD) ...

Abstract: In the time-varying case, a classical approach which has been widely used to compute the solution of the Riccati matrix equation of, for example, size n*n, is to unroll the matrices into ...

as $\mathbf{A}^{-1} \mathbf{A} = \mathbf{I}$ and multiplying any matrix by the identity matrix leaves it unaltered. It is important that both sides of the equation are multiplied on the left by ...

A simple algorithm for solving a set of nonlinear equations by matrix algebra has been discovered recently — first by transforming them into an equivalent matrix equation and then finding the solution ...

The con-Yakubovich matrix equation X - AX̅F = BY is investigated in this paper. An explicit general solution of this equation is given by a finite sum. In addition, the solution can be equivalently ...

This allows the user to evaluate matrix math equations in an interactive fashion like in MATLAB, or, for example, to fit a data set using an arbitrary function defined by the user at run time. Finally ...

where J(x) is the Jacobian matrix of partial derivatives of F with respect to x. For optimization problems, the same method is used, where F(x) is the gradient of the objective function and J(x) ...