Hello there,
I have a problem on optimal control theory which has to do with the Riccati Equation:
where are 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 are symmetric.
The problem asks to show that the solution matrix of the Riccati equation is positive-semidefinite given that .