Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations
DOI10.1016/J.CAM.2011.02.011zbMATH Open1217.65136OpenAlexW2049539036MaRDI QIDQ534241FDOQ534241
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
Recommendations
numerical examplesHamiltonian systemFourier series expansionperiodic systemsmatrix recursive algorithmperiodic Lyapunov differential equationsperiodic Riccati differential equationsRiccati transformation method
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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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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