Results 81 to 90 of about 19,301 (215)
In this paper we treat the time evolution of unitary elements in the N level system and consider the reduced dynamics from the unitary group U(N) to flag manifolds of the second type (in our terminology). Then we derive a set of differential equations of
Daoud M. +4 more
core +1 more source
Accurate State of Charge Estimation in Lithium‐Ion Batteries by Second‐Order Sliding Mode Observer
A finite‐time second‐order sliding mode observer (SO‐SMO) is proposed for accurate and robust state‐of‐charge estimation in lithium‐ion batteries, achieving fast convergence, chattering elimination, and superior estimation accuracy compared to conventional methods, making it ideal for real‐time battery management applications in electric and hybrid ...
Mohammad Asadi +5 more
wiley +1 more source
This paper addresses the problem of optimal H2-filtering for a class of continuous-time linear McKean–Vlasov stochastic differential equations under sampled measurements.
Vasile Dragan, Samir Aberkane
doaj +1 more source
An introduction to regular splines and their application for initial value problems of ordinary differential equations [PDF]
This report describes an application of the general method of integrating initial value problems by means of regular splines for equations with movable singularities.
Werner, H
core +1 more source
A note on the Riccati differential equation
The author presents some results for the Riccati differential equation \(u'=A(z)+u^2\) with nonentire meromorphic functions \(A(z)\). He also presents some examples to illustrate some of this results.
openaire +1 more source
This paper introduces the Fractional Novel Analytical Method (FNAM), a Taylor‐series‐based technique for approximating nonlinear fractional differential‐difference equations. Built on the Caputo derivative, FNAM achieves rapid convergence without relying on Adomian polynomials, perturbation schemes, or transform methods.
Uroosa Arshad +3 more
wiley +1 more source
Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Closed-Loop Solvability
An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.
Li, Xun, Sun, Jingrui, Yong, Jiongmin
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Riccati’s differential equation in birth-death processes
Summary: This note reviews the occurrence of Riccati's equation in three birth- death type processes, and outlines their solutions.
openaire +3 more sources
Multi‐Objective Robust Controller Synthesis With Integral Quadratic Constraints in Discrete‐Time
ABSTRACT This article presents a novel framework for the robust controller synthesis problem in discrete‐time systems using dynamic Integral Quadratic Constraints (IQCs). We present an algorithm to minimize closed‐loop performance measures such as the ℋ∞$$ {\mathscr{H}}_{\infty } $$‐norm, the energy‐to‐peak gain, the peak‐to‐peak gain, or a ...
Lukas Schwenkel +4 more
wiley +1 more source
Chandrasekhar equations for infinite dimensional systems [PDF]
Chandrasekhar equations are derived for linear time invariant systems defined on Hilbert spaces using a functional analytic technique. An important consequence of this is that the solution to the evolutional Riccati equation is strongly differentiable in
Ito, K., Powers, R. K.
core +1 more source

