ISSN:
1573-2878
Keywords:
Optimal control
;
piecewise periodic feedback gains
;
two-point boundary-value problems
;
continuous-time Riccati equation
;
discrete-time Riccati equation
;
continuous-time Lyapunov equation
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A noniterative algebraic method is presented for solving differential Riccati equations which satisfy two-point boundary-value problems. This class of numerical problems arises in quadratic optimization problems where the cost functionals are composed of both continuous and discrete state penalties, leading to piecewise periodic feedback gains. The necessary condition defining the solution for the two-point boundary value problem is cast in the form of a discrete-time algebraic Riccati equation, by using a formal representation for the solution of the differential Riccati equation. A numerical example is presented which demonstrates the validity of the approach.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00939830
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