Closed-form solution of particular case of algebraic Riccati equation using Moser–Veselov equation
Youngjin Choi, Jae ui Park, S. Lee · IET Control Theory and Applications · 2010
An algebraic Riccati equation can be changed into a Moser–Veselov equation by deriving the symmetric and skew-symmetric conditions from the algebraic Riccati equation. The symmetric condition is changed into orthonormal one by finding an appropriate transformation matrix. Ultimately, a closed-form solution of a particular case of algebraic Riccati equation is suggested by using an orthonormal solution of the Moser–Veselov equation. An application example is also included to demonstrate the effectiveness of the method proposed.