Solving Differential Riccati Equations Using BDF Methods
نویسندگان
چکیده
This technical report describes three approaches for solving the Differential Riccati Equation (DRE), by means of the Backward Differentiation Formula (BDF) and resolution of the corresponding implicit equation, using Newton's method. These approaches are based on: GMRES method, resolution of Sylvester equation and fixed point method. The role and use of DRE is especially important in optimal control, filtering, and estimation.
منابع مشابه
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