A computational solution for the matrix riccati equation using laplace transforms

DOI10.1080/00207168208803317zbMath0482.65037OpenAlexW1965329880MaRDI QIDQ3940749

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Publication date: 1982

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207168208803317

zbMATH Keywords

numerical examplematrix Riccati equationpartitioned transition matrix

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Existence theories for optimal control problems involving ordinary differential equations (49J15) Laplace transform (44A10)

Related Items (5)

Optimal control of linear time-varying systems via Fourier series ⋮ Solution of linear two-point boundary value problems via a collocation method and application to optimal control ⋮ Solution of linear two-point boundary value problems via Fourier series and application to optimal control of linear systems ⋮ Optimal control of linear distributed-parameter systems via polynomial series ⋮ Solution of linear two-point boundary value problems and optimal control of time-varying systems by shifted Chebyshev approximations

Cites Work

• Solution of the matrix Riccati equation in optimal control
• A computational solution for a matrix Riccati differential equation
• An analytic solution for an algebraic matrix Riccati equation

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