Riccati-Type Equations, Generalised WZNW Equations, and Multidimensional Toda Systems
نویسندگان
چکیده
منابع مشابه
Multidimensional Backward Stochastic Riccati Equations and Applications
Multi-dimensional backward stochastic Riccati di erential equations (BSRDEs in short) are studied. A closed property for solutions of BSRDEs with respect to their coeÆcients is stated and is proved for general BSRDEs, which is used to obtain the existence of a global adapted solution to some BSRDEs. The global existence and uniqueness results are obtained for two classes of BSRDEs, whose genera...
متن کاملToda Systems and Hypergeometric Equations
This paper establishes certain existence and classification results for solutions to SU(n) Toda systems with three singular sources at 0, 1, and∞. First, we determine the necessary conditions for such an SU(n) Toda system to be related to an nth order hypergeometric equation. Then, we construct solutions for SU(n) Toda systems that satisfy the necessary conditions and also the interlacing condi...
متن کاملRiccati Equations in Delay Systems
We give an overview of how the Riccati equation makes its appearance in the stability analysis of linear systems with delays. We avoid complexities as time-invariance, added perturbations, distributed delays etc, to get to the main issues. Most generalizations can be or have been carried out, but do not add substantially to our understanding. We also show the connection between quadratic stabil...
متن کاملMultiscale Systems, Kalman Filters, and Riccati Equations
In 111 we introduced a class of multiscale dynamic models described in terms of scale-recursive state space equations on a dyadic tree. An algorithm analogous to the Rauch-hg4triebel algorithm-onsisting of a he-to-coarse Kalman filter-like sweep followed by a coarse-to-he smoothing step-was developed In this paper we present a detailed systemtheoretic analysis of this filter and of the new de-r...
متن کاملSingular Riccati equations stabilizing large-scale systems
where A and B are n× n and n× p real matrices which are known, and xi and ui are vectors of dimension n and p respectively. The stabilization of the system requires the computation of a p×n feedback matrix F such that all eigenvalues of A−BF are inside the unit circle and therefore the system defined by replacing A with A−BF is stable. For small and moderate values of n, F can be computed via p...
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: Communications in Mathematical Physics
سال: 1999
ISSN: 0010-3616,1432-0916
DOI: 10.1007/s002200050630