Hello there,
I have a problem on optimal control theory which has to do with the Riccati Equation:
whereare symmetric.
The problem asks to show that the solution matrix of the Riccati equation is positive-semidefinite given that.
Hello there,
I have a problem on optimal control theory which has to do with the Riccati Equation:
where
The problem asks to show that the solution matrix of the Riccati equation is positive-semidefinite given that
Can you tell me what does semdefinite means in this context?
I know what positive definite matrix means.
A positive-semidefinite matrix is a matrix positive one but also with the equality. That is,.