ITERATIVE METHOD OF COMPUTING THE LIMITING SOLUTION OF THE MATRIX RICCATI DIFFERENTIAL EQUATION.

K. L. Hitz*, B. D.O. Anderson

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

28 Citations (Scopus)

Abstract

An iterative algorithm for computing the limiting, or steady-state, solution of the matrix Riccati differential equation associated with quadratic minimization problems in linear systems is described. It is shown that the positive-definite solution of the algebraic equation PF plus F prime P - PGR** minus **1G prime P plus S equals O, provided that it exists and is unique, can be obtained as the limiting solution of a quadratic matrix different equation that converges from any nonnegative definite initial condition. The algorithm is simple, and, at least for moderate dimensions of the solution matrix, competitive in computatonal effort with other current techniques for obtaining the limiting solution of the Riccati equation.

Original languageEnglish
Pages (from-to)1402-1406
Number of pages5
JournalProceedings of the Institution of Electrical Engineers
Volume119
Issue number9
DOIs
Publication statusPublished - 1972

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