Numerical experiments in linear control theory using generalized X - Y equations
John L. Casti, O Kirschner · IEEE Transactions on Automatic Control · 1976
Numerical investigations of the relative efficiency of Riccati versus non-Riccati based approaches to the determination of optimal feedback gains for linear dynamics-quadratic cost control processes over a finite interval are presented. The non-Riccati algorithms used are the so-called generalizedX- Yfunctions [1] or Chandrasekhar-type [2] algorithms. The results of the experiments show that the generalizedX- Yapproach has significant computational advantages over the usual Riccati equation and, in many cases, the computational gain exceeds rough estimates based solely upon a count of the number of equations to be integrated.