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Differential and Difference Riccati Equations

  • Zoran Gajić
  • Xuemin Shen
Part of the Communications and Control Engineering Series book series (CCE)

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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Copyright information

© Springer-Verlag London Limited 1993

Authors and Affiliations

  • Zoran Gajić
    • 1
  • Xuemin Shen
    • 2
  1. 1.Department of Electrical and Computer EngineeringRutgers UniversityUSA
  2. 2.Department of Electrical EngineeringUniversity of AlbertaEdmontonCanada

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