Numerical integration of the differential matrix Riccati equation
From MaRDI portal
Publication:3725466
DOI10.1109/TAC.1985.1103822zbMath0594.65054WikidataQ115264929 ScholiaQ115264929MaRDI QIDQ3725466
Charles S. Kenney, R. B. Leipnik
Publication date: 1985
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Numerical optimization and variational techniques (65K10) Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Control/observation systems governed by ordinary differential equations (93C15)
Related Items (39)
Chebyshev rational matrix approximation with a priori error bounds for linear and Riccati matrix equations ⋮ GIP integrators for matrix Riccati differential equations ⋮ A fixed point-based BDF method for solving differential Riccati equations ⋮ Computing the \(L_{2}\) gain for linear periodic continuous-time systems ⋮ Accurate numerical integration of stiff differential Riccati equations ⋮ Symplectic method based on generating function for receding horizon control of linear time-varying systems ⋮ Static duality and a stationary-action application ⋮ Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems ⋮ Solution of the differential Riccati equation using the transmission line modelling (TLM) technique ⋮ Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs ⋮ Adams-Bashforth and Adams-Moulton methods for solving differential Riccati equations ⋮ Magnus integrators for solving linear-quadratic differential games ⋮ Time-averaging and exponential integrators for non-homogeneous linear IVPs and BVPs ⋮ Pointwise error estimates of numerical solutions to linear quadratic optimal control problems ⋮ Max-plus representation for the fundamental solution of the time-varying differential Riccati equation ⋮ A new fundamental solution for differential Riccati equations arising in control ⋮ Analysis of Krylov subspace approximation to large-scale differential Riccati equations ⋮ Quadratic control of stochastic hybrid systems with renewal transitions ⋮ A survey of recursive algorithms for the solution of the discrete time Riccati Equation ⋮ Rational approximate solutions and error bounds for the nonsymmetric Riccati matrix differential equation ⋮ Analytical approximate solutions and error bounds for nonsymmetric Riccati matrix differential equations ⋮ Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations ⋮ On the Floquet-Magnus expansion: applications in solid-state nuclear magnetic resonance and physics ⋮ Parabolic set simulation for reachability analysis of linear time-invariant systems with integral quadratic constraint ⋮ A GMRES-based BDF method for solving differential Riccati equations ⋮ On the solution of the Riccati differential equation arising from the LQ optimal control problem ⋮ Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants ⋮ Inversion free algorithms for computing the principal square root of a matrix ⋮ A Shishkin mesh for a singularly perturbed Riccati equation ⋮ Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation ⋮ Combined method for the solution of asymmetric Riccati differential equations ⋮ On the hybrid finite difference scheme for a singularly perturbed Riccati equation ⋮ Time-asymptotic dynamics of Hermitian Riccati differential equations ⋮ Error bounds for Newton refinement of solutions to algebraic Riccati equations ⋮ A family of Anadromic numerical methods for matrix Riccati differential equations ⋮ An explicit Floquet-type representation of Riccati aperiodic exponential semigroups ⋮ Approximate solutions with a priori error bounds for continuous coefficient matrix Riccati equations. ⋮ On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers ⋮ Recursive approximate solution to time-varying matrix differential Riccati equation: linear and nonlinear systems
This page was built for publication: Numerical integration of the differential matrix Riccati equation