General derivation of the equation for time to reach a certain fraction of steady state

A Newton-like approximation algorithm fo

A Newton-like approximation algorithm for the steady-state solution of the riccati equation for time-varying systems

✍ Erol Emre; Gareth Knowles 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 329 KB 👁 1 views

An approximation technique is developed for the steady-state solution of the time-varying matrix Riccati equation. We show how the Newton-type algorithm of Kleinman, developed for computing the steady solution to the algebraic Riccati equation for time-invariant systems, can be extended for time-var