DocumentCode :
848905
Title :
Superposition laws for solutions of differential matrix Riccati equations arising in control theory
Author :
Sorine, Michel ; Winternitz, Pavel
Author_Institution :
Institut National de Recherche en Informatique et an Automatique, Le Chesnay, France
Volume :
30
Issue :
3
fYear :
1985
fDate :
3/1/1985 12:00:00 AM
Firstpage :
266
Lastpage :
272
Abstract :
Representation formulas are given for the general solution of the N \\times N matrix Riccati equation \\dot{W} = A + WB + CW + WDW using n known solutions, with n = 1, ..., 5 ( n -representations). The 5- representation is a superposition formula, in that it expresses the general solution explicitly as a function of five particular solutions and N2arbitrary constants ( N \\geq 2 ), using no further information. The representation formulas can be used in numerical calculations. The 4- and 5- representations are specially useful when a solution W(t) has a singularity for some finite t = t_{0} . They also clarify the properties of the solution space: the matrix elements of W(t) are meromorphic functions of t having simple poles as the only possible singularities. The relation between the representation formulas and previously known results is discussed.
Keywords :
Differential Riccati equations; Riccati equations, differential; Algebra; Control theory; Councils; Differential equations; Filtering; Helium; Nonlinear equations; Optimal control; Riccati equations; Terminology;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1985.1103934
Filename :
1103934
Link To Document :
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