Results 31 to 40 of about 135,095 (252)
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
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Inversion Free Algorithms for Computing the Principal Square Root of a Matrix
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
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On Expansion of a Solution of General Non-autonomous Polynomial Differential Equation [PDF]
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
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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
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Syntheses of differential games and pseudo-Riccati equations
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
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Pick matrix conditions for sign-definite solutions of the algebraic Riccati equation [PDF]
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.
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On the algebraic Riccati equation [PDF]
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
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]
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]
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
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