A Fortran program to solve the steady-state matrix Riccati equation of optimal control.
Heath, Donald Edward.
Hess, Ronald A.
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This thesis presents a Fortran program that numerically solves the steady-state matrix Riccati equation of the quadratic cost optimal control problem. Each step of the program is presented, analytically and computationally. The check points incorporated in the program and the input parameters that can be used to assure a correct solution are identified and discussed. Difficulties encountered when verifying the program, and the suggested solutions, are also presented.
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