The Mixed-energy Condensation Algorithm for the Continuous time and Linear Equality Constraint LQ Control Problem
连续时间线性等式约束LQ控制的混合能消元算法

The differential equations of the continuous time LQ control problem are discretized, then the mixed-energy condensation algorithm is established for the continuous time and linear equality constraint LQ control problem, the above algorithm can be used to solve Riccati equation with the linear constraint effectively. An example is given.