Abstract
The paper presents a method to find the solution of the constant coefficient matrix differential Riccati differential in terms of solutions of algebraic Riccati and Lyapunov equations, and the state transition matrix (matrix exponential) of the corresponding linear dynamic system. The method presented represents an improved method of Potter-Anderson-Moore since the solution is obtained under milder assumptions than the original algorithm of Potter-Anderson-Moore. An aircraft and satellite examples done in the paper demonstrate the advantages of the improved algorithm.
| Original language | English |
|---|---|
| Pages (from-to) | 4641-4646 |
| Number of pages | 6 |
| Journal | Applied Mathematics and Computation |
| Volume | 218 |
| Issue number | 8 |
| DOIs | |
| State | Published - 15 Dec 2011 |
| Externally published | Yes |
Keywords
- Computational algorithm
- Finite-horizon optimal linear filtering
- Kalman filtering
- Linear-quadratic optimal control
- Riccati differential equation
Fingerprint
Dive into the research topics of 'Improved Potter-Anderson-Moore algorithm for the differential Riccati equation'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver