Results 31 to 40 of about 135,095 (252)

New Trace Bounds for the Product of Two Matrices and Their Applications in the Algebraic Riccati Equation

open access: yesJournal of Inequalities and Applications, 2009
By using singular value decomposition and majorization inequalities, we propose new inequalities for the trace of the product of two arbitrary real square matrices. These bounds improve and extend the recent results. Further, we give their application in
Jianzhou Liu, Juan Zhang
doaj   +2 more sources

Inversion Free Algorithms for Computing the Principal Square Root of a Matrix

open access: yesInternational Journal of Mathematics and Mathematical Sciences, 2014
New algorithms are presented about the principal square root of an n×n matrix A. In particular, all the classical iterative algorithms require matrix inversion at every iteration.
Nicholas Assimakis, Maria Adam
doaj   +1 more source

On Expansion of a Solution of General Non-autonomous Polynomial Differential Equation [PDF]

open access: yes, 2014
We give a recursive formula for an expansion of a solution of a general non-autonomous polynomial differential equation. The formula is given on the algebraic level with a use of shuffle product. This approach minimizes the number of integrations on each
Pietrzkowski, Gabriel
core   +2 more sources

Efficient Solution of Large-Scale Algebraic Riccati Equations Associated with Index-2 DAEs via the Inexact Low-Rank Newton-ADI Method

open access: yes, 2019
This paper extends the algorithm of Benner, Heinkenschloss, Saak, and Weichelt: An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations, Applied Numerical Mathematics Vol.~108 (2016), pp.~125--142, doi:10.1016/j.apnum.2016.05 ...
Benner, Peter   +3 more
core   +1 more source

Syntheses of differential games and pseudo-Riccati equations

open access: yesAbstract and Applied Analysis, 2002
For differential games of fixed duration of linear dynamical systems with nonquadratic payoff functionals, it is proved that the value and the optimal strategies as saddle point exist whenever the associated pseudo-Riccati equation has a regular solution
Yuncheng You
doaj   +1 more source

Pick matrix conditions for sign-definite solutions of the algebraic Riccati equation [PDF]

open access: yes, 2001
We study the existence of positive and negative semidefinite solutions of algebraic Riccati equations (ARE) corresponding to linear quadratic problems with an indefinite cost functional.
Rapisarda, Paolo, Trentelman, Harry L.
core   +2 more sources

On the algebraic Riccati equation [PDF]

open access: yesBulletin of the Australian Mathematical Society, 1976
In this note the matrix equation A + WB + BTW + WCW = 0 is considered. A monotoneity result and an inertia theorem on the location of the eigenvalues of W and B + CW are proved.
openaire   +1 more source

An exponential spline for solving the fractional riccati differential equation

open access: yesپژوهش‌های ریاضی, 2022
In this Article, proposes an approximation for the solution of the Riccati equation based on the use of exponential spline functions. Then the exponential spline equations are obtained and the differential equation of the fractional Riccati is ...
reza jalilian, hooman emadifar
doaj  

A reduction technique for Generalised Riccati Difference Equations [PDF]

open access: yes, 2013
This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation.
Ferrante, Augusto   +1 more
core  

An approximating method for the stabilizing solution of the Hamilton-Jacobi equation for integrable systems using Hamiltonian perturbation theory [PDF]

open access: yes, 2006
In this report, a method for approximating the stabilizing solution of the Hamilton-Jacobi equation for integrable systems is proposed using symplectic geometry and a Hamiltonian perturbation technique.
Sakamoto, N., Schaft, A.J. van der
core   +6 more sources

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