Numerical Solution of the Matrix Riccati Equation for a Time Variant Jet Engine System
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.
KeywordsOptimal Control Problem Reverse Time Linear Quadratic Regulator Time Variant System Algebraic Riccati Equation
Unable to display preview. Download preview PDF.
- Gear C. W., Numerical Initial Value Problems in Ordinary Differential Equations Prentice-Hall, Englewood Cliffs, N.J., 1971Google Scholar
- Lee E.S., Quasilinearization and Invariant Imbedding with Applications to Chemical Engineering and Adaptive Control Academic Press, New York, 1968.Google Scholar
- Mahmoud S., Effective Optimal Control of A Fighter Aircraft Engine, Ph. D. Thesis, Loughborough University, Sep. 1988.Google Scholar
- Owens D. H., Multivariable and Optimal Systems, Academic Press, London, 1981.Google Scholar