A computational solution for the matrix riccati equation using laplace transforms

DOI10.1080/00207168208803317MaRDI QIDQ3940749zbMATH OpenOpenAlexFDO

Authors

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

matrix Riccati equationnumerical examplepartitioned transition matrix

Mathematics Subject Classification ID

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

Cites work

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

Cited in

(5)

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

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