DocumentCode
788582
Title
Almost analytic representation for the solution of the differential matrix Riccati equation
Author
Rusnak, Ilan
Author_Institution
RAFAEL, Haifa, Israel
Volume
33
Issue
2
fYear
1988
fDate
2/1/1988 12:00:00 AM
Firstpage
191
Lastpage
193
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.388
Filename
388
Link To Document