Improved Potter–Anderson–Moore algorithm for the differential Riccati equation

摘要

The paper presents a method to find the solution of the constant coefficient matrix differential Riccati differential in terms of solutions of algebraic Riccati and Lyapunov equations, and the state transition matrix (matrix exponential) of the corresponding linear dynamic system. The method presented represents an improved method of Potter–Anderson–Moore since the solution is obtained under milder assumptions than the original algorithm of Potter–Anderson–Moore. An aircraft and satellite examples done in the paper demonstrate the advantages of the improved algorithm.