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.
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering