Title :
Numerical solution of the operational Riccati differential equation in the optimal control theory of linear hereditary differential systems with a linear-quadratic cost function
Author_Institution :
Universit?? de Montr??al, Montr??al, Canada
Abstract :
We present a numerical approximation to the operational Riccati differential equation which occurs in the optimal control theory of linear hereditary differential systems with a linear-quadratic cost function.
Keywords :
Control systems; Cost function; Differential equations; Optimal control; Q measurement; Riccati equations;
Conference_Titel :
Decision and Control including the 13th Symposium on Adaptive Processes, 1974 IEEE Conference on
Conference_Location :
Phoenix, AZ, USA
DOI :
10.1109/CDC.1974.270541
