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.
|Effective start/end date||1/01/80 → …|
- asymptotic behavior
- linear quadratic control
- Riccati equation
- Hamiltonian equation