On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs
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2011Type
Conference Paper
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In this paper we present explicit closed form formulae for the solution of the matrix Riccati differential equation with a terminal condition. These formulae can still be employed even in the case in which the system is not sign-controllable. In such situation, the associated algebraic Riccati equation does not admit a solution in general. Therefore, the formulae presented in this paper do not directly depend on the solution of the associated algebraic Riccati equation.
Citation
Ntogramatzidis, Lorenzo and Ferrante, Augusto. 2011. On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs, in I.M.Y. Mareels (ed), Australian Control Conference, Nov 10-11 2011. Melbourne, VIC: Engineers Australia.
Source Title
Proceedings of the 2011 Australian Control Conference
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Department of Mathematics and Statistics
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