Numerical solution of the operational Riccati differential equation in the optimal control theory of linear hereditary differential systems with a linear-quadratic cost function
- Resource Type
- Conference
- Authors
- Delfour, M.C.
- Source
- 1974 IEEE Conference on Decision and Control including the 13th Symposium on Adaptive Processes Decision and Control including the 13th Symposium on Adaptive Processes, 1974 IEEE Conference on. :784-790 Nov, 1974
- Subject
- Robotics and Control Systems
Computing and Processing
Riccati equations
Differential equations
Optimal control
Cost function
Q measurement
Control systems
- Language
We present a numerical approximation to the operational Riccati differential equation which occurs in the optimal control theory of linear hereditary differential systems with a linear-quadratic cost function.