Title :
Almost analytic representation for the solution of the differential matrix Riccati equation
Author_Institution :
RAFAEL, Haifa, Israel
fDate :
2/1/1988 12:00:00 AM
Abstract :
An almost analytic representation is presented for the solution of the nonhomogeneous and homogeneous, time-invariant and time-variant differential matrix Riccati equation. This representation gives a new insight into the behavior of the optimal estimator on a finite time interval. For the time-invariant case this solution is a basis for an `exact/true´ iterative algorithm. For the time-invariant case an approximate iterative algorithm is derived
Keywords :
iterative methods; matrix algebra; almost analytic representation; differential matrix Riccati equation; finite time interval; iterative algorithm; optimal estimator; Controllability; Design methodology; Differential equations; Iterative algorithms; Linear systems; Matrices; Matrix decomposition; Observability; Riccati equations; State-space methods;
Journal_Title :
Automatic Control, IEEE Transactions on
