Improved Potter-Anderson-Moore algorithm for the differential Riccati equation

DOI10.1016/J.AMC.2011.09.007zbMATH OpenNoneOpenAlexW2115986028WikidataQ115361606 ScholiaQ115361606MaRDI QIDQ427042FDOQ427042

Authors: Verica Radisavljevic 

Publication date: 13 June 2012

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

Full work available at URL: https://doi.org/10.1016/j.amc.2011.09.007

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zbMATH Keywords

Kalman filteringRiccati differential equationcomputational algorithmfinite-horizon optimal linear filteringlinear-quadratic optimal control

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

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• Riccati differential equations
• A canonical form and solution for the matrix Riccati differential equation
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Title not available (Why is that?)
• Title not available (Why is that?)
• Solution of the matrix Riccati equation for the linear quadratic control problems
• Computational complexities and storage requirements of some Riccati equation solvers
• A Riccati equation for block-diagonalization of ill-conditioned systems
• Control of Linear Time-Varying Systems Using Forward Riccati Equation
• Solving the Matrix Differential Riccati Equation: A Lyapunov Equation Approach
• Matrix Quadratic Solutions
• A simplified method for solving the matrix Riccati equation†

Cited In (3)

• Order reduction of matrix exponentials by proper orthogonal decomposition
• Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations
• Time-energy suboptimal control of nonlinear input-affine systems

Uses Software

• MATLAB expm

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