Application of a parameter-imbedded Riccati equation
M. Jamshidi, G. D'Ans, P.V. Kokotović · IEEE Transactions on Automatic Control · 1970
An imbedding equation is used to solve linear regulator problems depending on a parameter α. From this equation the optimum matrixK(\alpha)is obtained for all\alpha \in [\alpha_{0},\alpha_{1}]. Two typical applications of this equation are discussed.