Abstract
A multilayer recurrent neural network is proposed for solving continuous-time algebraic matrix Riccati equations in real time. The proposed recurrent neural network consists of four bidirectionally connected layers. Each layer consists of an array of neurons. The proposed recurrent neural network is shown to be capable of solving algebraic Riccati equations and synthesizing linear-quadratic control systems in real time. Analytical results on stability of the recurrent neural network and solvability of algebraic Riccati equations by use of the recurrent neural network are discussed. The operating characteristics of the recurrent neural network are also demonstrated through three illustrative examples.
Published Version
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