| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 752663 | Systems & Control Letters | 2010 | 8 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Lorenzo Ntogramatzidis, Augusto Ferrante,