Abstract
In this chapter, we study the main equations of the finite time optimal closed-loop linear-quadratic control problems, namely, the differential and difference Riccati equations, for both singularly perturbed and weakly coupled systems. A unique approach to the solutions of these Riccati equations is developed by performing the block diagonalization of the corresponding Hamiltonian matrices.
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© 1993 Springer-Verlag London Limited
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Gajić, Z., Shen, X. (1993). Differential and Difference Riccati Equations. In: Parallel Algorithms for Optimal Control of Large Scale Linear Systems. Communications and Control Engineering Series. Springer, London. https://doi.org/10.1007/978-1-4471-3219-6_8
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DOI: https://doi.org/10.1007/978-1-4471-3219-6_8
Publisher Name: Springer, London
Print ISBN: 978-1-4471-3221-9
Online ISBN: 978-1-4471-3219-6
eBook Packages: Springer Book Archive