Cart (Loading....) | Create Account
Close category search window
 

Iterative method of computing the limiting solution of the matrix Riccati differential equation

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
$31 $31
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)
Hitz, K.L. ; University of Newcastle, Department of Mechanical Engineering, Newcastle, Australia ; Anderson, B.D.O.

The paper describes an iterative algorithm for computing the limiting, or steady-state, solution of the matrix Riccati differential equation associated with quadratic minimisation problems in linear systems. It is shown that the positive-definite solution of the algebraic equation PF + F¿P¿PGR¿1G¿P + S = 0, provided that it exists and is unique, can be obtained as the limiting solution of a quadratic matrix difference equation that converges from any nonnegative definite initial condition. The algorithm is simple, and, at least for moderate dimensions of the solution matrix, competitive in computational effort with other current techniques for obtaining the limiting solution of the Riccati equation.

Published in:

Electrical Engineers, Proceedings of the Institution of  (Volume:119 ,  Issue: 9 )

Date of Publication:

September 1972

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.