On solving periodic Riccati equations
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Publication:3588941
DOI10.1002/NLA.604zbMATH Open1212.65254OpenAlexW2170133674MaRDI QIDQ3588941FDOQ3588941
Authors:
Publication date: 10 September 2010
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://elib.dlr.de/55646/1/varga-nlaa08_online.pdf
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Numerical optimization and variational techniques (65K10) Nonlinear ordinary differential equations and systems (34A34) Periodic solutions to ordinary differential equations (34C25) Discrete-time control/observation systems (93C55) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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Cited In (40)
- The maximal solution and comparison theorems for the periodic discrete-time Riccati equation
- Optimal periodic output feedback control: a continuous-time approach and a case study
- On the algorithms for solving discrete periodic Riccati equation
- Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations
- On extended state estimation for nonlinear uncertain systems with round-robin protocol
- Robust control of the circular restricted three-body problem with drag
- High-accuracy algorithms for solving the discrete periodic Riccati equation
- On stability and stabilization of periodic discrete-time systems with an application to satellite attitude control
- The iterative solution to discrete-time \(H_\infty\) control problems for periodic systems
- Reinforcement learning for adaptive optimal control of continuous-time linear periodic systems
- \(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise
- The difference periodic Ricati equation for the periodic prediction problem
- A necessary and sufficient condition for the existence of the stabilizing solution of a large class of discrete-time Riccati type equations with periodic coefficients
- Stability and stabilization of discrete-time periodic linear systems with actuator saturation
- An algebraic Riccati equation for the discrete-time periodic prediction problem
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- Periodic Riccati difference equations: Approaching equilibria by implicit systems
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- Computational issues for linear periodic systems: paradigms, algorithms, open problems
- On the solution of the Riccati differential equation arising from the LQ optimal control problem
- SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations
- Stabilization of nonautonomous linear parabolic-like equations: oblique projections versus Riccati feedbacks
- Optimal \(\mathcal H_2\) filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements
- A numerical evaluation of solvers for the periodic Riccati differential equation
- An optimal control approach to spacecraft rendezvous on elliptical orbit
- Periodic solutions of Riccati equations applied to multirate sampling
- Robust \(H_{\infty}\) control of spacecraft rendezvous on elliptical orbit
- Robust control of the Hill's problem with drag
- An efficient LQR design for discrete-time linear periodic system based on a novel lifting method
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- Exact maximum likelihood estimation for non-stationary periodic time series models
- On computing the stabilizing solution of a class of discrete-time periodic Riccati equations
- Title not available (Why is that?)
- High-accuracy algorithms for solution of discrete periodic Riccati equations
- A novel extended precise integration method based on Fourier series expansion for periodic Riccati differential equations
- An efficient algorithm for periodic Riccati equation with periodically time-varying input matrix
- MPC of constrained discrete-time linear periodic systems -- a framework for asynchronous control: strong feasibility, stability and optimality via periodic invariance
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