Matrix Riccati equation

Project: Research

Project Details


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 date1/01/80 → …


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


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