Title :
An improved V-Lambda solution of the matrix Riccati equation
Author :
Bar-Itzhack, Itzhack Y. ; Markley, F. Landis
Author_Institution :
NASA-Goddard Space Flight Center, Greenbelt, MD, USA
Abstract :
The authors present an improved algorithm for computing the V -Lambda solution of the matrix Riccati equation. The improvement is in the reduction of the computational load, results from the orthogonality of the eigenvector matrix that has to be solved. The orthogonality constraint reduces the number of independent parameters which define the matrix from n2 to n (n -1)/2. The authors show how to specify the parameters, how to solve for them and how to form from them the needed eigenvector matrix. In the search for suitable parameters, the analogy between the present problem and the problem of attitude determination is exploited, resulting in the choice of Rodrigues parameters
Keywords :
eigenvalues and eigenfunctions; matrix algebra; Rodrigues parameters; V-Lambda solution; eigenvector matrix; matrix Riccati equation; matrix algebra; orthogonality constraint; Aerospace engineering; Algorithm design and analysis; Differential equations; Eigenvalues and eigenfunctions; Matrix decomposition; NASA; Position measurement; Riccati equations; Symmetric matrices; Transforms;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194336
