A Fortran program to solve the steady-state matrix Riccati equation of optimal control.

Loading...
Thumbnail Image
Authors
Heath, Donald Edward.
Subjects
Riccati equation
steady-state Riccati equation
Lyapunov equation
Advisors
Hess, Ronald A.
Date of Issue
1972-06
Date
June 1972
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
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.
Type
Thesis
Description
Series/Report No
Department
Aeronautics
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
Collections