A noniterative algebraic solution for Riccati equations satisfying two- point boundary-value problems

DOI10.1007/BF00939830zbMath0579.93021OpenAlexW2072118168MaRDI QIDQ1068032

H. M. Chun, James D. Turner

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1007/bf00939830

zbMATH Keywords

quadratic optimizationtwo-point boundary-value problemsdiscrete-time algebraic Riccati equationdifferential Riccati equationsnoniterative algebraic methodpiecewise periodic feedback gains

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Matrix equations and identities (15A24) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30)

Uses Software

• Algorithm 432

Cites Work

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• Closed-form solutions for a class of optimal quadratic tracking problems
• A Hessenberg-Schur method for the problem AX + XB= C
• Linear systems with two-point boundary Lyapunov and Riccati equations
• The numerical solution of<tex>X = A_{1}X + XA_{2} + D, X(0) = C</tex>
• Continuous-time optimal control theory for cost functionals including discrete state penalty terms
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Matrix Quadratic Solutions
• Comparison of numerical methods for solving Liapunov matrix equations†

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