Riccati方程的新解法及其在最优控制中的应用

A New Algorithm to Solving Algebraic Riccati Equation

本文提出了一种简便易行的代数 Ｒｉｃｃａｔｉ 方程的新解法，并对该法的合理性给出了证明。在此基础上，本文又阐述了此法在线性二次型最优控制中的应用，以供相关研究及应用领域参考。

Under some restriction, in this paper, a new algorithm to solving algebraic Riccati equation was given, and the rationality of the algorithm was proved perfectly. The simulation result showed that the algorithm was accurate and effective.