منابع مشابه
A review of the matrix Riccati equation
As usual, R denotes the field of real numbers, R" stands for the n-dimensional vector space over R, a prime denotes the transpose of a matrix, an asterisk denotes the complex conjugate transpose of a matrix, and P _ Q means that P — Q is hermitian or real symmetric nonnegative matrix. Square brackets represent matrices composed of the symbols inside. In order to get a better motivation for the ...
متن کاملAnalytic properties of matrix Riccati equation solutions
For matrix Riccati equations of platoontype systems and of systems arising from PDEs, assuming the coefficients are analytic functions in a suitable domain, the analyticity of the stabilizing solution is proved under various hypotheses. In addition, general results on the analytic behavior of stabilizing solutions are developed. I. NONSTANDARD RICCATI EQUATIONS In [10], [7] and elsewhere contin...
متن کاملExtended Matrix Pencils for the Delta-Operator Riccati Equation
Modern optimal control techniques such as H2 and H1 control rely on the solution of algebraic Riccati equations for controller synthesis. Reliable numerical techniques for numerical computation of the solution of these equations have been proposed using eigenvector or Schur decompositions of Hamiltonian matrices for continuous-time algebraic Riccati equations (CARE), or symplectic matrices for ...
متن کاملA Riccati Equation for Stochastic
In this note we report on a new kind of algebraic Ric-cati equation which we encountered when studying an H 1 type problem of disturbance attenuation for stochastic linear systems. The same equation occurs in the analysis of stability radii of linear systems with both deterministic and stochastic uncertainties. The associated linear matrix inequality is also considered.
متن کاملAn exponential spline for solving the fractional riccati differential equation
In this Article, proposes an approximation for the solution of the Riccati equation based on the use of exponential spline functions. Then the exponential spline equations are obtained and the differential equation of the fractional Riccati is discretized. The effect of performing this mathematical operation is obtained from an algebraic system of equations. To illustrate the benefits of the me...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Indiana University Mathematics Journal
سال: 1959
ISSN: 0022-2518
DOI: 10.1512/iumj.1959.8.58024