• DocumentCode
    842700
  • Title

    On closed form solutions for the differential matrix Riccati equation problem

  • Author

    Incertis, F.

  • Author_Institution
    IBM Scientific Center, Madrid, Spain
  • Volume
    28
  • Issue
    8
  • fYear
    1983
  • fDate
    8/1/1983 12:00:00 AM
  • Firstpage
    845
  • Lastpage
    848
  • Abstract
    A new formulation of the differential matrix Riccati equation is presented and a closed analytical solution is obtained under the hypothesis that certain commutativity conditions are fulfilled on a transformed space. The formulation generalizes the results of [1] on algebraic equations to differential matrix Riccati equations. To illustrate the usefulness of the method, a closed analytical solution of the differential matrix Riccati equation is obtained in R^{2 \\times 2} .
  • Keywords
    Differential Riccati equations; Riccati equations, differential; Closed-form solution; Controllability; Differential algebraic equations; Differential equations; Optimal control; Riccati equations; Steady-state; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1983.1103325
  • Filename
    1103325
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=842700