关于紧流形上的Kalman-Riccati矩阵微分方程

A Kalman-Riccati Matrix Differential Equation on a Compact Manifold

从一类非线性最优控制问题出发,证明了一类在局部坐标表示下紧流形上Kalm an-R iccati矩阵微分方程解的存在性,并证明其解在局部坐标下是有界对称正定矩阵函数。

The paper studies some nonlinear optimal control, proves the existence of a Kalman - Riccati matrix differential equation on a compact manifold, which is represented via local coordinates, and its solution in local coordinates is bound, symmetric positive matrix function.