AN EMBEDDING APPROACH FOR SOLVING RICCATI EQUATIONS,
Abstract
The Riccati equation needs to be solved in the control theory and the estimation theory. Most frequently, this need arises in the state regulator and the Kalman-Bucy filter design. No analytical solution of the Riccati equation has been found except in the one-dimensional case. For higher orders, one must use computer techniques to obtain a numerical solution. The conventional approaches fail to be satisfactory for many applications of reasonably high dimensions. The present work gives a way to avoid that kind of difficulty. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1969
- Accession Number
- AD0693909
Entities
People
- Gerard Charles Y. Gh. D'ans
Organizations
- University of Illinois Urbana–Champaign