Results 21 to 30 of about 135,095 (252)

The non-symmetric discrete algebraic Riccati equation and canonical factorization of rational matrix functions on the unit circle. [PDF]

open access: yes, 2010
Canonical factorization of a rational matrix function on the unit circle is described explicitly in terms of a stabilizing solution of a discrete algebraic Riccati equation using a special state space representation of the symbol.
A. C. M. Ran   +9 more
core   +3 more sources

Analytic solution of Riccati equations occurring in open-loop Nash multiplayer differential games

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 1992
In this paper we present explicit analytic solutions of coupled Riccati matrix differential systems appearing in open-loop Nash games. Two different cases are considered. Firstly, by means of appropriate algebraic transformations the problem is decoupled
L. Jódar, E. Navarro
doaj   +1 more source

Numerical solution of fractional-order Riccati differential equation by differential quadrature method based on Chebyshev polynomials

open access: yesAdvances in Difference Equations, 2017
We apply the Chebyshev polynomial-based differential quadrature method to the solution of a fractional-order Riccati differential equation. The fractional derivative is described in the Caputo sense.
Jianhua Hou, Changqing Yang
doaj   +1 more source

Families of solutions of algebraic Riccati equations [PDF]

open access: yesSystems & Control Letters, 2019
We consider Homogeneous Algebraic Riccati Equations in the general situation when the matrix of the dynamics can be "mixed". We show that in this case the equation may have infinitely many families of solutions. An analysis of these families is carried over and explicit formulas are derived. We also derive sufficient conditions under which the union of
Alpago, Daniele, Ferrante, Augusto
openaire   +3 more sources

Hamiltonians with Riesz Bases of Generalised Eigenvectors and Riccati Equations [PDF]

open access: yes, 2010
An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant graph subspaces
Wyss, Christian
core   +1 more source

Numerical Solution of Projected Algebraic Riccati Equations [PDF]

open access: yesSIAM Journal on Numerical Analysis, 2014
We consider the numerical solution of projected algebraic Riccati equations using Newton's method. Such equations arise, for instance, in model reduction of descriptor systems based on positive real and bounded real balanced truncation. We also discuss the computation of low-rank Cholesky factors of the solutions of projected Riccati equations ...
Benner, Peter, Stykel, Tatjana
openaire   +2 more sources

Algebraic Riccati equation based Q and R matrices selection algorithm for optimal LQR applied to tracking control of 3rd order magnetic levitation system

open access: yes, 2016
: This paper presents an analytical approach for solving the weighting matrices selection problem of a linear quadratic regulator (LQR) for the trajectory tracking application of a magnetic levitation system. One of the challenging problems in the design
V. Kumare, J. Jerome
semanticscholar   +1 more source

Numerical Approximation of Riccati Fractional Differential Equation in the Sense of Caputo-Type Fractional Derivative

open access: yesJournal of Mathematics, 2020
The Riccati differential equation is a well-known nonlinear differential equation and has different applications in engineering and science domains, such as robust stabilization, stochastic realization theory, network synthesis, and optimal control, and ...
Xin Liu, Kamran, Yukun Yao
doaj   +1 more source

On positive realness of descriptor systems [PDF]

open access: yes, 2002
In this brief, the positive realness of descriptor systems is studied. For the continuous-time case, two positive real lemmas are given, based on a generalized algebraic Riccati equation and inequality respectively.
Lam, J, Xu, S, Zhang, L
core   +1 more source

New upper and lower bounds, the iteration algorithm for the solution of the discrete algebraic Riccati equation

open access: yes, 2015
In this paper, applying the properties of matrix Schur complement and matrix inverse, via some matrix equalities and inequalities, we present new lower and upper solution bounds of the discrete algebraic Riccati equation.
Juan Zhang, Jianzhou Liu
semanticscholar   +1 more source

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