By Topic

A new computational solution of the linear optimal regulator problem

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
R. Howerton ; Morris Brown College, Atlanta, GA, USA ; J. Hammond

A new method is presented for the numerical deterruination of the solution of the steady-state matrix Riccati equation. The equation is converted to a canonical form corresponding to Luenberger's canonical representation for controllable multivariable systems. Three special matrices closely associated with Luenberger's canonical form are defined and two related lemmas are established. These results are used to obtain concise expressions for the eigenvectors of the Hamiltonian matrix associated with the canonical Riccati equation in terms of the solutions of a much simpler reduced Hamiltonian system. Using a theorem due to Potter the solution of the Riccati equation is written in terms of the concise eigenvector expressions. The method is particularly well suited to problems in which the ratio of system states to system inputs is large and it can lead to a 26 to 1 reduction in the computational effort required to solve the Riccati equation.

Published in:

IEEE Transactions on Automatic Control  (Volume:16 ,  Issue: 6 )