Journal of the Korean Operations Research and Management Science Society (한국경영과학회지)
- Volume 9 Issue 2
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- Pages.28-33
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- 1984
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- 1225-1119(pISSN)
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- 2733-4759(eISSN)
Numerical Solution of Riccati Differential Equation in Optimal Control Theory
최적제어이론과 관련된 "리카티" 미분방정식의 수식해
Abstract
In this paper some procedures are given whereby an analytic solution may be found for the Riccati differential equation and algebraic Riccati equation in optimal control theory. Some iterative techniques for solving these equations are presented. Rate of convergence and initialization of the iterative processes are discussed.
Keywords