摘要
本文严格证明了正定(半正定)矩阵的正定(半正定)平方根的唯一性定理,据此得到了一类代数Riccati方程的显示代数解.
In this paper, the uniqueness theorem of positive (semi - positive)square root of a positive (semi -positive)matrix is strictly testified,based on it,ashowing algebraic solution to the kind of algebra Riccati equation is got.
关键词
正定矩阵
代数解
黎卡提代数方程
Algebra Riccati equation
LQ problem
Positive matrix