Approximate solution for quadratic Riccati differential equation [PDF]
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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A reduction technique for discrete generalized algebraic and difference Riccati equations [PDF]
Linear and Multilinear Algebra, 2013 This paper proposes a reduction technique for the generalized Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalized discrete algebraic Riccati equation. In particular, an analysis on the eigenstructure of the corresponding extended symplectic pencil enables to identify a ...
FERRANTE, AUGUSTO +1 more
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Robust INS/GPS sensor fusion for UAV localization using SDRE nonlinear filtering [PDF]
, 2009 For publication in IEEE Sensors JournalThe aim of this paper is to present a new INS/GPS sensor fusion scheme, based on State-Dependent Riccati Equation (SDRE) nonlinear filtering, for Unmanned Aerial Vehicle (UAV) localization problem.
Aouf, Nabil, Nemra, A.
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Computational Analysis of the Fractional Riccati Differential Equation with Prabhakar-type Memory
Mathematics, 2023 The key objective of the current work is to examine the behavior of the nonlinear fractional Riccati differential equation associated with the Caputo–Prabhakar derivative.
Jagdev Singh +2 more
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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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Pick matrix conditions for sign-definite solutions of the algebraic Riccati equation [PDF]
, 2001 We study the existence of positive and negative semidefinite solutions of algebraic Riccati equations (ARE) corresponding to linear quadratic problems with an indefinite cost functional.
Trentelman, Harry L., Rapisarda, Paolo
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On solving periodic Riccati equations [PDF]
, 2008 Numerically reliable algorithms to compute the periodic non-negative definite stabilizing solutions of the periodic differential Riccati equation (PRDE) and discrete-time periodic Riccati equation (DPRE) are proposed. For the numerical solution of PRDEs,
A. Varga, Varga, Andreas
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Riccati techniques and discrete oscillations
Journal of Mathematical Analysis and Applications, 1989 The paper deals with the oscillatory and nonoscillatory properties of the self-adjoint second-order difference equation \(\Delta (r_ n\Delta x_ n)+p_ nx_{n+1}=0,\) \(n\geq 0\) where \(\Delta\) is the forward difference operator \(\Delta x_ n=x_{n+1}-x_ n,\) and \(r_ n,p_ n\) are sequences of real numbers with \(r_ n>0,\) \(n=0,1,2\).
Chen, Shaozhu, Erbe, Lynn H.
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Approximate Analytical Solution for Quadratic Riccati Differential Equation [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2013 In this paper, we introduce an efficient method for solving the quadratic Riccati differential equation. In this technique, combination of Laplace transform and new homotopy perturbation methods (LTNHPM) are considered as an algorithm to the exact ...
H. Aminikhah
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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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