On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs
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 equat...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Conference Paper |
| Published: |
Engineers Australia
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/40353 |