Sequential decomposition of the matrix Riccati equation and its application to the linear quadratic regulator problem

DOI10.1080/00207178608933571MaRDI QIDQ3765638zbMATH OpenOpenAlexFDO

Authors Eugene Soroka, U. Shaked

Publication date 1986

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178608933571

zbMATH Keywords

decompositionlinear-quadratic optimal controlmatrix differential Riccati equationmatrix algebraic Riccati equations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Matrix equations and identities (15A24) Equations involving linear operators, with operator unknowns (47A62)

Recommendations

• Solution of the matrix Riccati equation for the linear quadratic control problems
• On the solution of the Riccati differential equation arising from the LQ optimal control problem
• scientific article; zbMATH DE number 3905764
• Numerical Integration of the Differential Riccati Equation and Some Related Issues
• Linearization of a matrix Riccati equation associated to an optimal control problem

Cites work

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• A More Direct Solution of the Nearly Singular Linear Regulator Problem
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• Almost invariant subspaces: An approach to high gain feedback design--Part I: Almost controlled invariant subspaces
• Approximations to Riccati equations having slow and fast modes
• Duality and bounds for the matrix Riccati equation
• Generalized quadratic weights for asymptotic regulator properties
• On a Matrix Riccati Equation of Stochastic Control
• On the asymptotic behaviour of optimal root loci
• On the matrix Riccati equation
• Quadratic weights for asymptotic regulator properties
• Riccati differential equations
• Second-order convergent algorithms for the steady-state Riccati equation†
• The asymptotic behavior of constant-coefficient Riccati differential equations
• The optimal linear-quadratic time-invariant regulator with cheap control

Cited in

(10)

• Multiscale differential Riccati equations for linear quadratic regulator problems
• Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition
• A new fundamental solution for differential Riccati equations arising in control
• scientific article; zbMATH DE number 3867765 (Why is no real title available?)
• scientific article; zbMATH DE number 3905764 (Why is no real title available?)
• A gain matrix decomposition and some of its applications
• Exact decomposition of the algebraic Riccati equation of deterministic multimodeling optimal control problems
• The discrete-time generalized algebraic Riccati equation: order reduction and solutions' structure
• scientific article; zbMATH DE number 3948806 (Why is no real title available?)
• A max-plus primal space fundamental solution for a class of differential Riccati equations

This page was built for publication: Sequential decomposition of the matrix Riccati equation and its application to the linear quadratic regulator problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3765638)