THE SOLUTION FOR THE GENERALIZED RICCATI ALGEBRAIC EQUATIONS OF LINEAR EQUALITY CONSTRAINT SYSTEM

Authors
DENG ZC ZHONG WX
Citation
Zc. Deng et Wx. Zhong, THE SOLUTION FOR THE GENERALIZED RICCATI ALGEBRAIC EQUATIONS OF LINEAR EQUALITY CONSTRAINT SYSTEM, Applied mathematics and mechanics, 19(4), 1998, pp. 309-313
Citations number
7
Categorie Soggetti
Mathematics,Mathematics,Mechanics
Journal title
Applied mathematics and mechanics → ACNP
ISSN journal
02534827
Volume
19
Issue
4
Year of publication
1998
Pages
309 - 313
Database
ISI
SICI code
0253-4827(1998)19:4<309:TSFTGR>2.0.ZU;2-I
Abstract
Based on the dynamic equation, the performance functional and the syst em constraint equation of time-invariant discrete LQ control problem, the generalized Riccati equations of linear equality constraint system are obtained according to the minimum principle, then a deep discussi on about the above equations is given, and finally numerical example i s shown in this paper.