Ms. Chen et Cy. Kao, CONTROL OF LINEAR-TIME VARYING SYSTEMS USING FORWARD RICCATI EQUATION, Journal of dynamic systems, measurement, and control, 119(3), 1997, pp. 536-540
This paper presents a new state feedback control design for linear tim
e-varying systems. Iii conventional control designs such as the LQ opt
imal control, the stare feedback gain is calculated off-line by solvin
g a Differential Riccati Equation (DRE) backwards with the boundary co
ndition set at some future time. The apparent disadvantage of using a
backward DRE is that future information of the system matrices is requ
ired to find the stare feedback gain at every time instant. In this pa
per an inversion state transformation is applied to the system so that
the DRE associated with the transformed system becomes forward in the
sense that its boundary condition is set at the initial rime of opera
tion (t = t(0)). As a result, the forward DRE can be calculated on-lin
e without using Suture information of the system matrices.