Title of article
On the solution of the Riccati differential equation arising from the LQ optimal control problem
Author/Authors
Ntogramatzidis، نويسنده , , Lorenzo and Ferrante، نويسنده , , Augusto، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 2010
Pages
8
From page
114
To page
121
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.
Keywords
Riccati differential equation , LQ optimal control , Hamiltonian differential equation , Extreme solutions of the algebraic Riccati equation , Sign-controllability
Journal title
Systems and Control Letters
Serial Year
2010
Journal title
Systems and Control Letters
Record number
1675444
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