Results 191 to 200 of about 1,702,158 (221)

Riccati Transformations: When and How to Use?

1985
In this paper the problem of interest is a well-conditioned n-dimensional boundary value problem (BVP): $$ \begin{array}{*{20}{c}} {\mathop x\limits^ \bullet \left( t \right) = A\left( t \right)x\left( t \right) + f\left( t \right)} {,t \in \left( {0,1} \right)} \end{array}, $$ (1.1) subject to the boundary conditions $$ {{B}^{0}}x(0) = {{
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Bilinear Transformations and Discrete Riccati Equations

1998
In this chapter we will present several preliminary results which are instru-mental to the main results dealing with the discrete-time H ∞, optimization problems.
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Fast Fourier transform algorithms for linear estimation, smoothing and Riccati equations

IEEE Transactions on Acoustics, Speech, and Signal Processing, 1983
In the past two decades since the advent of Kalman's recursive filter, numerous algorithms for linear estimation have emerged. Most of these algorithms are recursive and rely on solving a Riccati equation or equivalent recursive equations. It will be shown how some of the classical problems such as linear smoothing, Riccati equations, boundary value ...
Jain, Anil K., Jasiulek, Joachim
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Doubling Algorithm for Nonsymmetric Algebraic Riccati Equations Based on a Generalized Transformation

Advances in Applied Mathematics and Mechanics, 2018
Summary: We consider computing the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation with \(M\)-matrix. It is well known that such equations can be efficiently solved via the structure-preserving doubling algorithm (SDA) with the shift-and-shrink transformation or the generalized Cayley transformation.
Tang, Bo, Huang, Yunqing, Dong, Ning
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Deformations of the Riccati equation by using Miura-type transformations

Journal of Physics A: Mathematical and General, 1997
Summary: Using some different Miura-type transformations, a \(C\)-integrable ordinary differential equations, the Riccati equation, is deformed to some different \(S\)-integrable models such as the \((1+1)\)-dimensional and \((2+1)\)-dimensional sinh-Gordon equations and Mikhailov-Dodd-Bullough equations.
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Optimal control computation by the Newton-Raphson method and the Riccati transformation

IEEE Transactions on Automatic Control, 1967
A computational procedure is described for finding extremal control policies for nonlinear processes. The control problem is formulated as the problem of Bolza in the classical calculus of variations. The method is iterative in nature and prescribes a successive linearization of the Euler-Lagrange equations to obtain the extremal control. The resulting
C. Schley, null Imsong Lee
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THE MATRIX RICCATI DIFFERENTIAL EQUATION AND THE SEMI-GROUP OF LINEAR FRACTIONAL TRANSFORMATIONS

Russian Mathematical Surveys, 1973
The matrix Riccati differential equation is discussed, from the point of view of dissipativity or conservativity of its solutions. A survey is given of results relating to analytic properties of these solutions and to the geometry of the corresponding semigroup of matrix linear fractional transformations; further, a probabilistic interpretation is ...
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Riccati Transformation and Non-Oscillation Criterion for Half-Linear Difference Equations

Bulletin of the Malaysian Mathematical Sciences Society
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kōdai Fujimoto, Petr Hasil, Michal Veselý   +2 more
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Riccati transformation for gradient optimization techniques.

AIAA Journal, 1973
Williamson, W. E., Eller, T. J.
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A computational solution for the matrix riccati equation using laplace transforms

International Journal of Computer Mathematics, 1982
The solution for the finite-time matrix Riccati equation is presented in this paper. The solution to the Riccati equation is obtained in terms of the partition of the transition matrix. Matrix differential equations for the partition of the transition matrix are derived and solved using Laplace transforms and the computation is done by the digital ...
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