Source: wikibot/algebraic-riccati-equation
= Algebraic Riccati equation
{wiki=Algebraic_Riccati_equation}
The Algebraic Riccati Equation (ARE) is a type of matrix equation that arises in various fields, including control theory, especially in linear quadratic optimal control problems. The general form of the Algebraic Riccati Equation is: \\\[ A^T X + X A - X B R^\{-1\} B^T X + Q = 0 \\\] where: - \\( X \\) is the unknown symmetric matrix we are trying to solve for.