A note on the necessary conditions for the algebraic Riccati equation
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We derive some useful and easily computable necessary conditions for the existence of a positive semi- definite solution to the algebraic Ricatti equation (ARE). A motivating example is given to highlight the usefulness of the conditions for controller and observer designs for nonlinear systems. Further, an upper bound on the trace of the solution to the ARE is also derived. © Institute of Mathematics and its Applications 2005: All rights reserved.
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