Abstract
The difference D between two solutions S and M of the matrix Riccati equation [formula omitted] is given by D=RQ-1R’, where [formula omitted] and [formula omitted]. These relations can be used to evaluate M(t) for t < T arising in optimization problems in which M(T) does not exist. The relations can also be used to compare the solution of the Riccati equation with its asymptotic solution.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 303-304 |
| Number of pages | 2 |
| Journal | IEEE Transactions on Automatic Control |
| Volume | AC-12 |
| Issue number | 3 |
| DOIs | |
| State | Published - Jun 1967 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering