A note on the application of the matrix Riccati equation to the optimal control of distributed parameter systems

1979 ◽  
Vol 24 (3) ◽  
pp. 487-489 ◽  
Author(s):  
E. Huntley
Keyword(s):  
Optimal Control ◽  
Riccati Equation ◽  
Distributed Parameter Systems ◽  
Distributed Parameter ◽  
Matrix Riccati Equation ◽  
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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