Abstract
To solve the Riccati equation of LQ control problem, the computation of interval mixed variable energy matrices is the first step. Taylor expansion can be used to compute the matrices. According to the analogy between structural mechanics and optimal control and the mechanical implication of the matrices, a computational method using state transition matrix of differential equation was presented. Numerical examples are provided to show the effectiveness of the present approach.
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Gao, Sw., Wu, Zg., Wang, Bl. et al. A Computational Method for Interval Mixed Variable Energy Matrices in Precise Integration. Applied Mathematics and Mechanics 22, 557–563 (2001). https://doi.org/10.1023/A:1016315601939
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DOI: https://doi.org/10.1023/A:1016315601939