๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations

โœ Scribed by E.K.-W. Chu; H.-Y. Fan; W.-W. Lin


Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
375 KB
Volume
396
Category
Article
ISSN
0024-3795

No coin nor oath required. For personal study only.

โœฆ Synopsis


Continuous-time algebraic Riccati equations (CAREs) can be transformed, ร  la Cayley, to discrete-time algebraic Riccati equations (DAREs).


๐Ÿ“œ SIMILAR VOLUMES


Closed-form solution for a class of cont
โœ Alejandro J. Rojas ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 807 KB

In the present paper we obtain a closed-form solution for a class of continuous-time algebraic Riccati equations (AREs) with vanishing state weight. The ARE in such a class solves a minimum energy control problem. The obtained closed-form solution is used to prove a link between two independent fund

A Riccati-equation-based algorithm for c
โœ Joe Imae ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 140 KB ๐Ÿ‘ 2 views

In this paper we consider continuous-time unconstrained optimal control problems. We propose a computational method which is essentially based on the closed-loop solutions of the linear quadratic optimal control problems. In the proposed algorithm, Riccati differential equations play an important ro