Results 81 to 90 of about 1,417,876 (221)
IET Control Theory & ApplicationsThis paper proposes explicit solutions for the algebraic Riccati matrix equation. For single‐input systems in controllable canonical form, the explicit Hermitian solutions of the non‐homogeneous Riccati equation are obtained using the entries of the ...
Liangyin Zhang +3 more
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The Extended Hamiltonian Algorithm for the Solution of the Algebraic Riccati Equation
Journal of Applied Mathematics, 2014 We use a second-order learning algorithm for numerically solving a class of the algebraic Riccati equations. Specifically, the extended Hamiltonian algorithm based on manifold of positive definite symmetric matrices is provided.
Zhikun Luo, Huafei Sun, Xiaomin Duan
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Analytic and algebraic properties of Riccati equations: A survey
Indagationes Mathematicae, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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, 2022 reservedIn my work I explore the fractional differential Riccati equation, which is a particular equation that arises in many different mathematical problems. In particular, It arises in the financial stochastic model of Heston, more precisely, the rough
HU, NICOLA
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On the Solution of the Rational Matrix Equation X=Q+LX−1LT
EURASIP Journal on Advances in Signal Processing, 2007 We study numerical methods for finding the maximal symmetric positive definite solution of the nonlinear matrix equation X=Q+LX−1LT, where Q is symmetric positive definite and L is nonsingular.
Heike Faßbender, Peter Benner
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On algebraic Riccati equations associated with M -matrices
Linear Algebra and its Applications, 2013 We consider the algebraic Riccati equation for which the four coefficient matrices form an $M$-matrix $K$. When $K$ is a nonsingular $M$-matrix or an irreducible singular $M$-matrix, the Riccati equation is known to have a minimal nonnegative solution and several efficient methods are available to find this solution.
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Stabilizability,Observability and Detectability for Discrete Stochastic Systems
Journal of Measurement Science and Instrumentation, 2010 This paper mainly discusses stabilizatbility,exact observability and exact detectability of discrete stochastic systems with both static and control dependent noise via the spectrum technique.The authors put forward a definition of the spectrum and give ...
Meng LI, Hui-ying SUN, Min SANG
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Stabilizing Solution for a Discrete-Time Modified Algebraic Riccati Equation in Infinite Dimensions
Discrete Dynamics in Nature and Society, 2015 We provide necessary and sufficient conditions for the existence of stabilizing solutions for a class of modified algebraic discrete-time Riccati equations (MAREs) defined on ordered Banach spaces of sequences of linear and bounded operators. These MAREs
Viorica Mariela Ungureanu
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A Result on Output Feedback Linear Quadratic Control [PDF]
In this note we consider the static output feedback linear quadratic control problem.We present both necessary and sufficient conditions under which this problem has a solution in case the involved cost depend only on the output and control variables ...
Weeren, A.J.T.M., Engwerda, J.C.
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Abstract and Applied Analysis, 2013 We consider the leader-following consensus problem of discrete-time multiagent systems on a directed communication topology. Two types of distributed observer-based consensus protocols are considered to solve such a problem. The observers involved in the
Bingbing Xu +3 more
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