Infinite-Horizon Linear-Quadratic Control by Forward Propagation of the Differential Riccati Equation [Lecture Notes]

DOI10.1109/MCS.2014.2385252zbMATH Open1476.49042OpenAlexW2167726841WikidataQ115265547 ScholiaQ115265547MaRDI QIDQ3384356FDOQ3384356

Authors: Anna Prach, Ozan Tekinalp, Dennis S. Bernstein 

Publication date: 15 December 2021

Published in: IEEE Control Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/mcs.2014.2385252

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Feedback control (93B52)

Cited In (5)

• Coupled quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles
• A note on Riccati matrix difference equations
• Control of time-varying systems based on forward Riccati formulation in hybrid functions domain
• Output-feedback control of linear time-varying and nonlinear systems using the forward propagating Riccati equation
• An explicit Floquet-type representation of Riccati aperiodic exponential semigroups

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