DocumentCode
1341373
Title
Solving the Matrix Differential Riccati Equation: A Lyapunov Equation Approach
Author
Thang Nguyen ; Gajic, Z.
Author_Institution
Dept. of Electr. Eng., Rutgers Univ., Piscataway, NJ, USA
Volume
55
Issue
1
fYear
2010
Firstpage
191
Lastpage
194
Abstract
In this technical note, we investigate a solution of the matrix differential Riccati equation that plays an important role in the linear quadratic optimal control problem. Unlike many methods in the literature, the approach that we propose employs the negative definite anti-stabilizing solution of the matrix algebraic Riccati equation and the solution of the matrix differential Lyapunov equation. An illustrative numerical example is provided to show the efficiency of our approach.
Keywords
Lyapunov matrix equations; Riccati equations; differential equations; linear quadratic control; linear quadratic optimal control problem; matrix differential Lyapunov equation; matrix differential Riccati equation; negative definite antistabilizing solution; Control systems; Differential algebraic equations; Differential equations; Feedback; Matrices; Nonlinear equations; Optimal control; Riccati equations; Transforms; Vectors; Algebraic Riccati equation; differential Lyapunov equation; differential Riccati equation; optimal control;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2009.2033841
Filename
5340647
Link To Document