Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations

DOI10.1016/J.CAM.2011.02.011MaRDI QIDQ534241zbMATH OpenOpenAlexFDO

Authors Hai-Jun Peng, Zhi-Gang Wu, Wan-xie Zhong

Publication date 17 May 2011

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2011.02.011

zbMATH Keywords

numerical examplesHamiltonian systemFourier series expansionperiodic systemsmatrix recursive algorithmperiodic Lyapunov differential equationsperiodic Riccati differential equationsRiccati transformation method

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cites work

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• Matrix Riccati equations in control and systems theory
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• On the implementation of the method of Magnus series for linear differential equations
• On the solution of linear differential equations in Lie groups
• Periodic Systems: Controllability and the Matrix Riccati Equation
• Periodic input estimation for linear periodic systems: automotive engine applications
• Precise integration methods based on Lagrange piecewise interpolation polynomials
• Reconstruction of the Fourier expansion of inputs of linear time-varying systems
• The control of linear time-periodic systems using Floquet–Lyapunov theory

Cited in

(7)

• Optimal robot-environment interaction using inverse differential Riccati equation
• Recursive approximate solution to time-varying matrix differential Riccati equation: linear and nonlinear systems
• SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations
• Symplectic method based on generating function for receding horizon control of linear time-varying systems
• A novel extended precise integration method based on Fourier series expansion for the H₂-norm of linear time-varying periodic systems
• Finite-time asynchronous control of linear time-varying switched systems
• A novel extended precise integration method based on Fourier series expansion for periodic Riccati differential equations

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