Matrix Riccati equation

Project: Research

Project Details

Description

Study of the asymptotic behavior and - the convergence of the solutions of the matrix Riccati differential equation. Mechanisms of attraction for these solutions and for the corresponding LQ-optimal state and control trajectories. Optimizability and LQ-optimal control of discrete-time systems.
StatusActive
Effective start/end date1/01/80 → …

Keywords

  • asymptotic behavior
  • linear quadratic control
  • Riccati equation
  • Hamiltonian equation
  • convergence