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 |
| _version_ | 1848755847751008256 |
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| author | Ntogramatzidis, Lorenzo Ferrante, Augusto |
| author2 | I.M.Y. Mareels |
| author_facet | I.M.Y. Mareels Ntogramatzidis, Lorenzo Ferrante, Augusto |
| author_sort | Ntogramatzidis, Lorenzo |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T09:02:49Z |
| format | Conference Paper |
| id | curtin-20.500.11937-40353 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T09:02:49Z |
| publishDate | 2011 |
| publisher | Engineers Australia |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-403532017-01-30T14:41:52Z On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs Ntogramatzidis, Lorenzo Ferrante, Augusto I.M.Y. Mareels 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. 2011 Conference Paper http://hdl.handle.net/20.500.11937/40353 Engineers Australia restricted |
| spellingShingle | Ntogramatzidis, Lorenzo Ferrante, Augusto On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs |
| title | On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs |
| title_full | On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs |
| title_fullStr | On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs |
| title_full_unstemmed | On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs |
| title_short | On the closed-form solution of the matrix Riccati differential equation for nonsign-controllable pairs |
| title_sort | on the closed-form solution of the matrix riccati differential equation for nonsign-controllable pairs |
| url | http://hdl.handle.net/20.500.11937/40353 |