Numerical solution of the operational Riccati differential equation in the optimal control theory of linear hereditary differential systems with a linear-quadratic cost function

1 November 1974

conference paper
Published by Institute of Electrical and Electronics Engineers (IEEE)

p. 784-790
https://doi.org/10.1109/cdc.1974.270541

Abstract

We present a numerical approximation to the operational Riccati differential equation which occurs in the optimal control theory of linear hereditary differential systems with a linear-quadratic cost function.

Keywords

RICCATI EQUATIONS
DIFFERENTIAL EQUATIONS
OPTIMAL CONTROL
COST FUNCTION
Q MEASUREMENT
CONTROL SYSTEMS

Cited by 2 articles