Numerical Solution of the Matrix Riccati Equation for a Time Variant Jet Engine System

  • S. M. Mahmoud
  • I. H. Farhan


The application of optimal control problem that give rise to an optimal control law of linear state feedback form for time variant system will lead to the formation of what is known as the matrix Riccati equation, MRE. The numerical solution of this non-linear matrix differential equation is necessary to obtain the required feedback control law which gives the desired dynamic response of the system.


Optimal Control Problem Reverse Time Linear Quadratic Regulator Time Variant System Algebraic Riccati Equation 
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Copyright information

© Kogan Page Ltd. 1989

Authors and Affiliations

  • S. M. Mahmoud
    • 1
  • I. H. Farhan
    • 1
  1. 1.Department of Transport TechnologyUniversity of TechnologyLoughboroughUK

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