USing Differential Ricatti Equation with final value condition and dynamic equation with initial condition using ode45

4 次查看（过去 30 天）

I want to solve an LQR problem using ode45(or any other matlab differential equation solver).

I have time invariant A,B,Q and R matrix. They are used to yield P(t) by solving differential riccati equation.

Differential Riccati equation has final value condition and I can use ode45 to solve it. This gives us P(t).

The resulting diffrential equation yields u = -R^{-1}B'P(t)x, which is then utilized to solve system dynamic equation using initial value equation.

I know how to solve both of them individually. However, the issue is I am not sure about the time steps in ode45.

Since P(t) solved by ode45 has its own time stamp and I can ensure time stamps by passing time vector.

However, how can I ensure that the time steps are sufficients for ode45 used with system dynamics with initial value condition.

Is there a way to get around this problem.

Thanks

在 Help Center 和 File Exchange 中查找有关 Matrix Computations 的更多信息

R2018b

Find the treasures in MATLAB Central and discover how the community can help you!

Translated by