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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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NASA NTRS1980

Periodic solutions of the Riccati equation

It is shown that the Riccati equations of control theory are generically Morse-Smale. The existence of periodic solutions is explicitly demonstrated. The principal contribution here is thought to be the presentation of a mathematical structure in which to study the Riccati equation. Mathematical structures already in the literature are systematically exploited. It is also shown that most problems of the Riccati equation can be reduced to problems in linear algebra. A framework is developed for studying the Riccati equation, and the proof that the Morse-Smale conditions are satisfied is outlined.

Hermann, R.↗
NASA NTRS1988

On Hilbert-Schmidt norm convergence of Galerkin approximation for operator Riccati equations

An abstract approximation framework for the solution of operator algebraic Riccati equations is developed. The approach taken is based on a formulation of the Riccati equation as an abstract nonlinear operator equation on the space of Hilbert-Schmidt operators. Hilbert-Schmidt norm convergence of solutions to generic finite dimensional Galerkin approximations to the Riccati equation to the solution of the original infinite dimensional problem is argued. The application of the general theory is illustrated via an operator Riccati equation arising in the linear-quadratic design of an optimal feedback control law for a 1-D heat/diffusion equation. Numerical results demonstrating the convergence of the associated Hilbert-Schmidt kernels are included.

Rosen, I. G.↗
NASA NTRS1972

Stability analysis of Riccati covariance equations of Kalman filter.

The present paper takes the basic mathematical approach to analyze the stability of Riccati equations. First, a simple stability criterion like that of the linear constant coefficient system is sought for the nonlinear constant Riccati Equation. Then, a complete analysis on the limiting covariance P follows. The analysis is focussed on the main theorem. Finally, the computational aspects of the Riccati equations are analyzed with examples. The application of this analysis is to provide a simple stability criterion for the Kalman filter computation to test and predict filter convergence and thus modify filter parameters accordingly.

Teng, L.↗
NASA NTRS1975

A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.

Womble, M. E.↗
NASA NTRS1977

The Riccati transfer matrix method

The Riccati transfer matrix method is a new technique for analyzing structural members. This new technique makes use of an existing large catalog of transfer matrices for various structural members such as rotating shafts. The numerical instability encountered when calculating high resonant frequencies, static response of a flexible member on a stiff foundation, or the response of a long member by the transfer matrix method is eliminated by the Riccati transfer matrix method. The computational time and storage requirements of the Riccati transfer matrix method are about half the values for the transfer matrix method. A rotating shaft analysis demonstrates the numerical accuracy of the method.

Horner, G. C.↗
NASA NTRS1977

Lie theoretic aspects of the Riccati equation

Various features of the application of Lie theory to matrix Riccati equations, of basic importance in control and system theories, are discussed. Particular consideration is given to centralizer foliation, the Cartan decomposition, matrix Riccati equations as Lie systems on Grassmanians, local analysis near a zero point of a vector field, linearization in homogeneous space, the tangent bundle in terms of partitioned matrices, and stability properties of fixed points of Riccati vector fields.

Hermann, R.↗
NASA NTRS1983

Riccati group invariants of linear hamiltonian systems

The action of the Riccati group on the Riccati differential equation is associated with the action of a subgroup of the symplectic group on a set of hamiltonian matrices. Within this framework various sets of canonical forms are developed for the matrix coefficients of the Riccati differential equation. The canonical forms presented are valid for arbitrary Kronecker indices, and it is shown that the Kronecker indices are invariants for this group action. These canonical forms are useful for studying problems arising in the areas of optimal decentralized control and the spectral theory of optimal control problems.

Garzia, M. R.↗
NASA NTRS1982

Linear Hamiltonian systems - The Riccati group and its invariants

The action of the Riccati group on the Riccati differential equation is associated with the action of a subgroup of the symplectic group on a set of Hamiltonian matrices. Within this framework canonical forms are developed for the matrix coefficients of the Riccati differential equation.

Garzia, M. R.↗
NASA NTRS1988

Convergence of Galerkin approximations for operator Riccati equations: A nonlinear evolution equation approach

An approximation and convergence theory was developed for Galerkin approximations to infinite dimensional operator Riccati differential equations formulated in the space of Hilbert-Schmidt operators on a separable Hilbert space. The Riccati equation was treated as a nonlinear evolution equation with dynamics described by a nonlinear monotone perturbation of a strongly coercive linear operator. A generic approximation result was proven for quasi-autonomous nonlinear evolution system involving accretive operators which was then used to demonstrate the Hilbert-Schmidt norm convergence of Galerkin approximations to the solution of the Riccati equation. The application of the results was illustrated in the context of a linear quadratic optimal control problem for a one dimensional heat equation.

Rosen, I. G.↗
NASA NTRS1989

Computational complexities and storage requirements of some Riccati equation solvers

The linear optimal control problem of an nth-order time-invariant dynamic system with a quadratic performance functional is usually solved by the Hamilton-Jacobi approach. This leads to the solution of the differential matrix Riccati equation with a terminal condition. The bulk of the computation for the optimal control problem is related to the solution of this equation. There are various algorithms in the literature for solving the matrix Riccati equation. However, computational complexities and storage requirements as a function of numbers of state variables, control variables, and sensors are not available for all these algorithms. In this work, the computational complexities and storage requirements for some of these algorithms are given. These expressions show the immensity of the computational requirements of the algorithms in solving the Riccati equation for large-order systems such as the control of highly flexible space structures. The expressions are also needed to compute the speedup and efficiency of any implementation of these algorithms on concurrent machines.

Utku, Senol↗
NASA NTRS1993

On convexity of H-infinity Riccati solutions and its applications

The celebrated two-Riccati-equation solution to a standard H-infinity control problem can be used to characterize all possible stabilizing optimal or suboptimal H-infinity controllers if the optimal H-infinity norm or gamma, an upper bound of a suboptimal H-infinity norm, is given. In this note, some properties of these H-infinity Riccati solutions are revealed. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma on the domain of interest. Based on these properties, a quadratically convergent algorithm is developed to compute the optimal H-infinity norm.

Li, X. P.↗
NASA NTRS1994

A note on the regularity of solutions of infinite dimensional Riccati equations

This note is concerned with the regularity of solutions of algebraic Riccati equations arising from infinite dimensional LQR and LQG control problems. We show that distributed parameter systems described by certain parabolic partial differential equations often have a special structure that smoothes solutions of the corresponding Riccati equation. This analysis is motivated by the need to find specific representations for Riccati operators that can be used in the development of computational schemes for problems where the input and output operators are not Hilbert-Schmidt. This situation occurs in many boundary control problems and in certain distributed control problems associated with optimal sensor/actuator placement.

Burns, John A.↗
NASA NTRS1982

Pole placement and order reduction in two-time-scale control systems through Riccati iteration

A transformation of variables taken from singular perturbations may be applied to two-time-scale linear systems in state space form to reduce the system to block-diagonal form with slow and fast modes decoupled. The transformation is easily computed by applying the new Riccati iteration. The iteration yields a solution to the nonsymmetric algebraic Riccati equation obtained by partitioning the original system matrix A. The numerical procedure is initiated with the trivial iterate L(0) = 0, and is globally convergent to the desired unique time scale decoupling solution. After transformation, the decoupled system may be used in controller design to achieve exact closed loop pole placement in the slow subsystem without altering the poles of the fast subsystem. The decoupled form may also be used to reduce system order by wetting a small parameter to zero. Provided the fast subsystem is stable, the order reduction can be expected to yield a good approximation to the original system. These methods are demonstrated using the 16th order linear model of a turbofan engine.

Anderson, L. R.↗
NASA NTRS1982

The Riccati equation, imprimitive actions and symplectic forms

This paper looks at the structure of the solution of a matrix Riccati differential equation under a predefined group of transformations. The group of transformations used is an expanded form of the feedback group. It is shown that this group of transformations is a subgroup of the symplectic group. The orbits of the Riccati differential equation under the action of this group are studied and it is seen how these techniques apply to a decentralized optimal control problem.

Garzia, M. R.↗
NASA NTRS1991

On convexity of H-infinity Riccati solutions

The authors revealed several important eigen properties of the stabilizing solutions of the two H-infinity Riccati equations and their product. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma in the domain of interest. Based on these properties, quadratically convergent algorithms are developed to compute the optimal H-infinity norm. Two examples are used to illustrate the algorithms.

Li, X. P.↗
NASA NTRS1992

The structure of the gamma-domain for H-infinity Riccati solutions

The authors investigated some properties of the solutions to H-infinity Riccati equations which play a key role in the state approach to H-infinity optimization problem. The structure of the gamma-domain for the Riccati solutions has been described. There are two kinds of lower bounds for the solutions to exist and to be positive semidefinite respectively. A quadratically convergent algorithm for computing the lower bound is discussed.

Li, X. P.↗
NASA NTRS1993

A Fourier-Riccati approach to radiative transfer. I - Foundations

The three-dimensional equation of radiative transfer is formally solved using a Fourier-Riccati approach while calculations are performed on cloudy media embedded in a two-dimensional space. An extension to Stephens' work this study addresses the coupling between space and angle asserted by the equation of transfer. In particular, the accuracy of the computed radiation field as it is influenced by the angular resolution of the phase function and spatial discretization of the cloudy medium is discussed. The necessity of using a large number of quadrature points to calculate fluxes even when the phase function is isotropic for media exhibiting vertical and horizontal inhomogeneities is demonstrated. Effects of incorrect spatial sampling on both radiance and flux fields are also quantified by example. Radiance and flux comparisons obtained by the Fourier-Riccati model and the independent pixel approximation for inhomogeneous cloudy media illustrate the inadequacy of the latter even for tenuous clouds.

Gabriel, P. M.↗