Abstract

AbstractThe Riccati equation arises in various problems, particularly in practical engineering problems. It is required to solve the resulting Riccati algebraic matrix equation instead of solving the time‐invariant optimal control problem in one of its standard forms. In this paper an unconstrained minimization technique referred to as the Davidon–Fletcher–Powell (DFP) method is used in solving such an equation by minimizing its norm. The positive‐definite solution of the equation is also obtained, which is desirable in most engineering problems.

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