Closed-form solutions for a class of optimal quadratic tracking problems

DOI10.1007/BF00942192zbMath0557.93034MaRDI QIDQ762023

H. M. Chun, James D. Turner, Jer-Nan Juang

Publication date: 1985

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

trackingRiccati equationClosed-form solutionsprefiltercomputational procedurelinear optimal regulator

Mathematics Subject Classification ID

Related Items (2)

A noniterative algebraic solution for Riccati equations satisfying two- point boundary-value problems ⋮ Closed-form recursive formula for an optimal tracker with terminal constraints

Cites Work

• On the matrix Riccati equation
• Closed-form solutions for feedback control with terminal constraints
• A Hessenberg-Schur method for the problem AX + XB= C
• The numerical solution of<tex>X = A_{1}X + XA_{2} + D, X(0) = C</tex>
• Computing integrals involving the matrix exponential
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• A simplified method for solving the matrix Riccati equation†
• Comparison of numerical methods for solving Liapunov matrix equations†
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