A New Algorithm Based on The Adomian Decomposition method for Solving Riccati Equation in Linear Optimal Control

In this paper, Riccati equation with matrix variable cofficients, providing in optimal and robust control approach, is considered. An new approximation of the solution of nonlinear dffirential Riccati equation is investigated using the Adomian decomposition method. An application in linear optimal control is presented. The solution in dffirent order of approximations and different methods of approximation will be compared respect to crccurqcy.

Keywords:

Optimal control , riccati equation , adomian decomposition method , numerical computation , linear system