How to solve Riccati equation for nonlinear system

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SUMMARY

The discussion centers on solving the Riccati equation for a nonlinear system, specifically focusing on determining the matrix K. The Riccati equation presented is A'K - KA - Q + KBR^-1 B'K = 0. Participants highlight the complexity introduced by non-linearity, which complicates finding a solution. A reference to the Linear Quadratic Gaussian control method is provided for additional context.

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  • Understanding of Riccati equations in control theory
  • Familiarity with linear-quadratic-Gaussian (LQG) control principles
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  • Experience with nonlinear systems analysis
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Control engineers, researchers in nonlinear systems, and students studying advanced control theory will benefit from this discussion.

abdooo89
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How to find matix K (Riccati equatin) <<<<<< pleas help me
 
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i need help please
 
abdooo89 said:
i need help please

Can you post more of the original assignment? It's not very clear what the meanings of the various terms in your post are.
 
Last edited:
i need only matrix K for a given matrices
the riccati equation is
A'K-KA-Q+KBR-1 B'K=0

image.png
 
the problem in this system is non-linearity that is why the riccati equation is hard to solve
 

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