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Differential and Difference Riccati Equations

1993
In this chapter, we study the main equations of the finite time optimal closed-loop linear-quadratic control problems, namely, the differential and difference Riccati equations, for both singularly perturbed and weakly coupled systems. A unique approach to the solutions of these Riccati equations is developed by performing the block diagonalization of ...
Zoran Gajić, Xuemin Shen
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APPROXIMATE SOLUTION TO FRACTIONAL RICCATI DIFFERENTIAL EQUATIONS

Fractals, 2019
In this paper, quadratic Riccati differential equation of fractional order has been solved by employing the optimal homotopy asymptotic method (Optimal HAM) with application to random processes, optimal control and diffusion problems. Optimal HAM uses simple computations with quite acceptable approximate solutions which have close agreement with exact
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A Note on Some Riccati Differential Equations

Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences)
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Laine, I., Liu, K.
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Solving the Matrix Differential Riccati Equation: A Lyapunov Equation Approach

IEEE Transactions on Automatic Control, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nguyen, Thang, Gajic, Zoran
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Families of Solutions of Matrix Riccati Differential Equations

SIAM Journal on Control and Optimization, 1997
Summary: The J. C. Willems-Coppel-Shayman geometric characterization of solutions of the algebraic Riccati equation (ARE) is extended to asymmetric Riccati differential equations with time-varying coefficients. The coefficients do not need to satisfy any definiteness, periodicity, or system-theoretic condition. More precisely, given any two solutions \(
Pavon, M., D'Alessandro, D.
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Riccati Differential Equations

IEEE Transactions on Systems, Man, and Cybernetics, 1977
William T. Reid, M. R. Chidambara
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Riccati differential equations

Journal of the Franklin Institute, 1976
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The Riccati Differential Equation

The American Mathematical Monthly, 1962
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