A Fortran Program to Solve the Steady-State Matrix Riccati Equation of Optimal Control.

Abstract

The thesis presents a FORTRAN program that numerically solves the steady-state matrix Riccati equation of the quadratic cost optimal control problem. Each step of the program is presented, analytically and computationally. The check points incorporated in the program and the input parameters that can be used to assure a correct solution are identified and discussed. Difficulties encountered when verifying the program, and the suggested solutions, are also presented. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1972
Accession Number
AD0745862

Entities

People

  • Donald Edward Heath

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Differential Equations
  • Equations
  • Mathematical Analysis
  • Mathematics
  • Real Variables
  • Riccati Equation
  • Steady State

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Computer Science.
  • Systems Analysis and Design