DocumentCode
957663
Title
Solution of X¿=A1X+XA2+D, X(0)=C and receding horizon problem
Author
El-Konyaly, E.H. ; Sobaih, A. ; El-Dokany, I.
Author_Institution
Faculty of Engineering, El-Mansoura, Egypt
Volume
16
Issue
17
fYear
1980
Firstpage
657
Lastpage
658
Abstract
A new numerical solution for X of the general matrix differential equation X¿=A1X+XA2+D, X(0)=C is considered. The new algorithm removes any restrictions on the stability requirements of A1 and A2. The proposed method provides memory as well as time saving compared to other techniques. An efficient way to solve the receding horizon control problem is established.
Keywords
differential equations; matrix algebra; numerical analysis; optimal control; matrix differential equation; numerical solution; receding horizon problem;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19800466
Filename
4244240
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