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 Kalman-Bucy filter design. No analytical solution of the Riccati equation has been found except in the one-dimensional 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