Title :
Solution of X¿=A1X+XA2+D, X(0)=C and receding horizon problem
Author :
El-Konyaly, E.H. ; Sobaih, A. ; El-Dokany, I.
Author_Institution :
Faculty of Engineering, El-Mansoura, Egypt
Abstract :
A new numerical solution for X of the general matrix differential equation X¿=A1X+XA2+D, X(0)=C is considered. The new algorithm removes any restrictions on the stability requirements of A1 and A2. The proposed method provides memory as well as time saving compared to other techniques. An efficient way to solve the receding horizon control problem is established.
Keywords :
differential equations; matrix algebra; numerical analysis; optimal control; matrix differential equation; numerical solution; receding horizon problem;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19800466
