Department of Electrical and Mechanical Engineering, Chiba University, 1-33 Yayoi-cho, Inage-ku, Chiba 263-8255, Japan
Abstract:
In this note, a simple derivation of the Riccati equation based solutions to the standard control problem, namely the well-known Glover–Doyle solution and DGKF solution is given based on LMI solution. It is hoped that this will be helpful in deepening the understanding of Riccati equation solutions.