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 
.
.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 :
