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A negative exponential solution for the matrix Riccati equation

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1 Author(s)
Vaughan, D. ; McDonnell Douglas Astronautics Company, Santa Monica, CA, USA

A new form is presented for the transient solution of the matrix Riccati equation associated with the linear optimal regulator and filter problems for time-invariant plants. The solution is expressed in a form such that the transient terms decay exponentially with time, leaving the steady-state terms. In contrast to the automatic synthesis program (ASP) matrix iteration method, the negative exponential solution does not code essential information in numbers of widely differing magnitudes.

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Automatic Control, IEEE Transactions on  (Volume:14 ,  Issue: 1 )