Almost Analytic Representation for the Solution of the Differential Matrix Riccati Equation

IEEE Transactions on Automatic Control

Volumn 33, Issue 2, 1988, Pages 191-193

  Rusnak, Ilan ^a  

^a RAFAEL   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, OPTIMAL - ESTIMATION; CONTROL SYSTEMS, TIME VARYING;

DIFFERENTIAL MATRIX RICCATI EQUATION; ITERATIVE ALGORITHMS;

MATHEMATICAL TECHNIQUES;

EID: 0023961234     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/9.388     Document Type: Article

References (8)

1. C.S. Kenney and R.B. Leipnik, “Numerical integration of the differential Riccati equation,” IEEE Trans. Automat. Contr., vol. AC-30. pp. 962–970. Oct. 1985.
2. A.J. Laub, “Shur techniques for Riccati differential equation.” in Feedback Control of Linear and Nonlinear Systems, D. Hinrichsen and A. Isidori. Eds. New York: Springer-Verlag. 1982, pp. 165–174.
3. J. Oshman and I.Y. Bar-Itzhak. “Eigenfactor solution of the matrix Riccati equations-A continuous square root algorithm.” IEEE Trans. Automat. Contr., vol. AC-30, pp. 971–978. Oct. 1985.
4. M. Sorine and P. Winternitz. “Superposition laws for solutions of differential matrix Riccati equations arising in control theory,” IEEE Trans. Automat. Contr., vol. AC-30, pp. 266–272, Mar. 1985.
5. A. Gelb, Ed., Applied Optimal Estimation. Cambridge. MA: M.I.T. Press. 1974.
6. H. Kwakernak and R. Sivan. Linear Optimal Control Systems. New York: Wiley, 1972.
7. A.E. Bryson. Jr., and Y.C. Ho. Applied Optimal Control. Washington. DC: Hemisphere, 1975.
8. C. VanLoan, “Computing integrals involving the matrix exponential.” IEEE Trans. Automat. Contr., vol. AC-23. pp. 395–404, June 1978.