کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
752663 895452 2010 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the solution of the Riccati differential equation arising from the LQ optimal control problem
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
On the solution of the Riccati differential equation arising from the LQ optimal control problem
چکیده انگلیسی

In this paper we consider the matrix Riccati differential equation (RDE) that arises from linear-quadratic (LQ) optimal control problems. In particular, we establish explicit closed formulae for the solution of the RDE with a terminal condition using particular solutions of the associated algebraic Riccati equation. We discuss how these formulae change as assumptions are progressively weakened. An application to LQ optimal control is briefly analysed.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Systems & Control Letters - Volume 59, Issue 2, February 2010, Pages 114–121
نویسندگان
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