Results 171 to 180 of about 19,415 (207)

Matrix Riccati Differential Equations

Journal of the Society for Industrial and Applied Mathematics, 1965
Chiellini [1] considered this system, and showed that knowledge of n solutions, not on the same (n 2) -flat, reduced the solution to quadratures (this generalizes (I)). In [2] it was shown that knowledge of k suitably independent solutions, 1 < k < n, reduces the solution to k quadratures and the solution of a matrix-vector linear homogeneous system of
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GIP integrators for Matrix Riccati Differential Equations

Applied Mathematics and Computation, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
C. Kristopher Garrett, Ren-Cang Li
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Stochastic properties of switched Riccati differential equations

2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012
This paper studies switched Riccati differential equations, whose switching is driven by a Poisson-like random signal. First we show that the expected value of the escape time of a switched Riccati differential equation satisfies an integral equation and then give a sufficient condition for the equation to admit a unique solution.
Masaki Ogura 0001, Clyde F. Martin
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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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A Note on Some Riccati Differential Equations

Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences)
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Laine, I., Liu, K.
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Riccati type matrix differential equations with jumps

2001 European Control Conference (ECC), 2001
The aim of this paper is to investigate some properties of the solutions of the differential Riccati-type systems arising in control problems for the time-varying linear systems with jumps. A major attention is paid to the stabilising solution of these systems.
V. Dragali, Adrian-Mihail Stoica
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On the Separability of the Riccati Differential Equation

Mathematics Magazine, 1970
(1970). On the Separability of the Riccati Differential Equation. Mathematics Magazine: Vol. 43, No. 4, pp. 197-202.
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Hermitian Riccati differential equations

2003
This chapter is dedicated to the theory of Hermitian Riccati differential equations (HRDE), which are of importance in various fields of applications, as e.g., the linear quadratic optimal problem, differential games, differential geometry, fac­torization problems and spectral theory.
Hisham Abou-Kandil, Gerhard Freiling, Vlad Ionescu, Gerhard Jank   +3 more
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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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Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations

Journal of Dynamical and Control Systems, 1996
The generalized Riccati differential equations \[ \dot W= -A^*W- WA- Q+ WSW- \Pi(W) \] and the corresponding generalized algebraic Riccati equations \[ -A^* W- WA- Q+ WSW= \Pi(W) \] are studied. Here \(A,Q= Q^*\), \(S= S^*\) are \(n\times n\) complex matrices, and \(\Pi(W)\) in a monotone linear function of the variable Hermitian matrix \(W ...
Freiling, G., Jank, G.
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