Parameter-dependent Matrices Research Articles

A Riccati-like equation arising in suboptimal control

An explicit Formula for the suboptimal control of linear plants has been derived by Teodorescu (1985). Based on this result, the present paper proves that the suboptimal control and trajectory can be obtained by solving a matrix equation of the form XLX + XH + E = 0, where L, H, E are some constant, parameter-dependent matrices. The equation is easier to solve in comparison with the customary Riccati equation. An example is worked out to illustrate the steps of the procedure.