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Characterization of solutions of the discrete-time algebraic Riccati equation based on quadratic difference forms [PDF]
, 2006 This paper is concerned with a characterization of all symmetric solutions to the discrete-time algebraic Riccati equation (DARE). Dissipation theory and quadratic difference forms from the behavioral approach play a central role in this paper. Along the
Kojima, Chiaki +3 more
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Properties of solutions of quaternionic Riccati equations [PDF]
, 2022 summary:In this paper we study properties of regular solutions of quaternionic Riccati equations. The obtained results we use for study of the asymptotic behavior of solutions of two first-order linear quaternionic ordinary differential ...
Grigorian, Gevorg Avagovich
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On solving discrete-time periodic Riccati equations [PDF]
, 2005 Two numerically reliable algorithms to compute the periodic nonnegative definite stabilizing solution ofdiscrete-time periodic Riccati equations are proposed.
A. Varga, Varga, Andras
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Riccati transfer equations for fluid structure interaction in liquid-filled piping systems
Heliyon, 2023 In this paper, based on the Riccati transfer matrix method (RTMM), the Riccati fluid structure interaction transfer equations (FSIRTE) are established to improve the numerical stability of the classical fluid structure interaction transfer matrix method (
Li Tang +3 more
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Journal of Mathematics and Physics, 2019 We partially integrate a system of rectangular matrix Riccati equations which describe the synchronization behavior of a nonlinear complex system of N globally connected oscillators. The equations take a restricted form in which the time-dependent matrix
M. A. Lohe
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Approximate solution for quadratic Riccati differential equation
Journal of Taibah University for Science, 2017 The quadratic Riccati differential equations are a class of nonlinear differential equations of much importance, and play a significant role in many fields of applied science.
Fateme Ghomanjani, Esmaile Khorram
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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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Electronic Journal of Qualitative Theory of Differential Equations, 2015 In this paper we study the asymptotic properties of the distinguished solutions of Riccati matrix equations and inequalities for discrete symplectic systems.
Roman Simon Hilscher
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The Riccati Equation in Mathematical Finance
Journal of Symbolic Computation, 2002 The authors summarize the relevant literature on closed-form solutions to the Riccati equation. They describe Kovacic's important contributions to the field. Next, they summarize some of the relevant aspects of the Cox-Ingersoll-Ross model. They describe in more detail the connection between the Riccati equation and practical implementation of the CIR ...
Phelim P. Boyle, W. Tian, Fred Guan
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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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