An analytic approximate solution of the matrix Riccati differential equation arising from the LQ optimal control problems

Authors

  • Saeed Alavi Payame Noor University
  • Aghileh Heydari Payame Noor University, Mashhad, Iran

DOI:

https://doi.org/10.24297/jam.v5i3.3688

Keywords:

Riccati differential equation, LQ optimal control problem, parametric iteration method, Hamiltonian differential equation.

Abstract

Approximate analytical solution of the matrix Riccati differential equation related to the linear quadratic optimal control problems, is the main goal of this paper which has a specific importance in the optimal control theory. To this end, a modification of the parametric iteration method is used. This modification, reduces the time consuming repeated calculations and improves the convergence rate of the iterational algorithm. Comparison with the existent solutions and also with the numerical Runge-Kutta (RK78) method confirms the high accuracy of the method, whilst accessibility to the analytical solutions is the preference of the new technique.

Downloads

Download data is not yet available.

Author Biographies

Saeed Alavi, Payame Noor University

Department of Mathematics

Aghileh Heydari, Payame Noor University, Mashhad, Iran

Department of Mathematics

Downloads

Published

2014-01-06

How to Cite

Alavi, S., & Heydari, A. (2014). An analytic approximate solution of the matrix Riccati differential equation arising from the LQ optimal control problems. JOURNAL OF ADVANCES IN MATHEMATICS, 5(3), 731–738. https://doi.org/10.24297/jam.v5i3.3688

Issue

Section

Articles