A Novel Approach to the Matrix Riccati Equation Solution: An Application to Optimal Control of Interconnected Power Systems

2004 ◽  
Vol 32 (1) ◽  
pp. 33-52 ◽  
Author(s):  
IBRAHEEM ◽  
PRABHAT KUMAR
Keyword(s):  
Optimal Control ◽  
Power Systems ◽  
Riccati Equation ◽  
Matrix Riccati Equation ◽  
Equation Solution ◽  
Novel Approach ◽  
Interconnected Power Systems ◽  
The Matrix

scholarly journals Linearization of a Matrix Riccati Equation Associated to an Optimal Control Problem

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Foued Zitouni ◽  
Mario Lefebvre
Keyword(s):  
Optimal Control ◽  
Riccati Equation ◽  
Stochastic Optimal Control ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Dimensional Problem ◽  
Matrix Riccati Equation ◽  
One Dimensional ◽  
The Matrix ◽  
The One

The matrix Riccati equation that must be solved to obtain the solution to stochastic optimal control problems known as LQG homing is linearized for a class of processes. The results generalize a theorem proved by Whittle and the one-dimensional case already considered by the authors. A particular two-dimensional problem is solved explicitly.

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