Results 11 to 20 of about 31,256 (206)
On the Use of Low-Order Riccati-Equations in the Design of a Class of Feedback Controllers and State Estimators [PDF]
Modeling, Identification and Control, 1980 This paper describes a method for designing optimal feedback controllers with stability requirements using low-order Riccati equations. For originally stable systems the Riccati equation will be of first or second order, depending upon whether the ...
Ole A. Solheim
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Transform of Riccati equation of constant coefficients through fractional procedure [PDF]
, 2003 We use a particular fractional generalization of the ordinary differential equations that we apply to the Riccati equation of constant coefficients. By this means the latter is transformed into a modified Riccati equation with the free term expressed as ...
A L Madue o +8 more
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Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points [PDF]
, 2014 In this paper, we consider a linear quadratic stochastic two-person zero-sum differential game. The controls for both players are allowed to appear in both drift and diffusion of the state equation.
Sun, Jingrui, Yong, Jiongmin
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Approximation of Solutions of Riccati Equations [PDF]
SIAM Journal on Control and Optimization, 2005 This paper deals with two interrelated issues. One is an invariant subspace approach to finding solutions for the algebraic Riccati equation for a class of infinite dimensional systems. The second is approximation of the solution of the algebraic Riccati equation by finite dimensional approximants.
P. BUBAK +2 more
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Series Expansion and Fourth-Order Global Padé Approximation for a Rough Heston Solution
Mathematics, 2020 The rough Heston model has recently been shown to be extremely consistent with the observed empirical data in the financial market. However, the shortcoming of the model is that the conventional numerical method to compute option prices under it requires
Siow Woon Jeng, Adem Kilicman
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Maximal imaginery eigenvalues in optimal systems [PDF]
Modeling, Identification and Control, 1991 In this note we present equations that uniquely determine the maximum possible imaginary value of the closed loop eigenvalues in an LQ-optimal system, irrespective of how the state weight matrix is chosen, provided a real symmetric solution of the ...
David Di Ruscio
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Mathematics, 2022 In this paper, we use general Riccati equation to construct new solitary wave solutions of the Van der Waals normal form, which is one of the most famous models for natural and industrial granular materials.
Xiaomeng Zhu +3 more
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Numerical solution of nonlinear fractional Riccati differential equations using compact finite difference method [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2022 This paper aims to apply and investigate the compact finite difference methods for solving integer-order and fractional-order Riccati differential equations. The fractional derivative in the fractional case is described in the Caputo sense.
H. Porki, M. Arabameri, R. Gharechahi
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On Riccati Equations in Banach Algebras [PDF]
SIAM Journal on Control and Optimization, 2011 Let $R$ be a commutative complex Banach algebra with the involution $\cdot ^\star$ and suppose that $A\in R^{n\times n}$, $B\in R^{n\times m}$, $C\in R^{p\times n}$. The question of when the Riccati equation $$ PBB^\star P-PA-A^\star P-C^\star C=0 $$ has a solution $P\in R^{n\times n}$ is investigated.
Curtain, Ruth, Sasane, Amol
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Journal of Ocean Engineering and Science, 2019 In a previous work, Zayed and Al-Nowehy have applied the Riccati equation mapping method combined with the generalized extended (G′/G)-expansion method and found new exact solutions of the nonlinear KPP equation.
Elsayed M.E. Zayed +2 more
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