
Accession Number : AD0693909
Title : AN EMBEDDING APPROACH FOR SOLVING RICCATI EQUATIONS,
Corporate Author : ILLINOIS UNIV URBANA COORDINATED SCIENCE LAB
Personal Author(s) : D'Ans,Gerard Charles Y. Gh.
Report Date : SEP 1969
Pagination or Media Count : 59
Abstract : The Riccati equation needs to be solved in the control theory and the estimation theory. Most frequently, this need arises in the state regulator and the KalmanBucy filter design. No analytical solution of the Riccati equation has been found except in the onedimensional case. For higher orders, one must use computer techniques to obtain a numerical solution. The conventional approaches fail to be satisfactory for many applications of reasonably high dimensions. The present work gives a way to avoid that kind of difficulty. (Author)
Descriptors : (*NONLINEAR DIFFERENTIAL EQUATIONS, MATRICES(MATHEMATICS)), (*NUMERICAL INTEGRATION, NUMERICAL ANALYSIS), INFORMATION THEORY, ELECTRIC FILTERS, CONTROL SYSTEMS, COMPUTER PROGRAMMING, SUBROUTINES, APPROXIMATION(MATHEMATICS), ALGEBRA, THEOREMS, THESES
Subject Categories : Theoretical Mathematics
Distribution Statement : APPROVED FOR PUBLIC RELEASE