Numerical solution of the algebraic Riccati equation for single-input systems
Midori Maki
Abstract
Midori Maki
Abstract
A numerical method particularly suited to lightly damped systems is presented for solution of the linear regulator problem with infinite terminal time for single-input systems.
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A numerical method particularly suited to lightly damped systems is presented for solution of the linear regulator problem with infinite terminal time for single-input systems.
Key concepts: Algebraic Riccati equation, Linear-quadratic regulator, Riccati equation, Linear system, Algebraic number, Algebraic equation, Mathematics, Control theory (sociology)