Solution of matrix Riccati differential equation for the linear quadratic singular system using neural networks

DOI10.1016/j.amc.2006.06.020zbMath1107.65057OpenAlexW2134367074WikidataQ115361886 ScholiaQ115361886MaRDI QIDQ858862

J. Abdul Samath, N. Kumaresan, A. Vincent Antony Kumar, Pagavathigounder Balasubramaniam

Publication date: 11 January 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.06.020

zbMATH Keywords

optimal controlnumerical exampleRunge-Kutta methodmatrix Riccati differential equationLevenberg-Marquardt algorithmRunge-Kutta Butcher method

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

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Cites Work

• Quadratic control for linear periodic systems
• An algebraic Riccati equation approach to \(H^{\infty}\) optimization
• Solution of the matrix Riccati equation in optimal control
• Singular control systems
• Closed analytical solution of Riccati type matrix differential equations
• A computational solution for a matrix Riccati differential equation
• A Schur method for the solution of the matrix Riccati equation
• A survey of linear singular systems
• A Levenberg-Marquardt iterative solver for least-squares problems
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