On the decoupling of dichotomic linear Hamiltonians. Considerations on integrating symmetric differential Riccati equations

DOI10.1016/0377-0427(93)90264-CzbMATH Open0780.65036MaRDI QIDQ688022FDOQ688022

Authors: Luca Dieci 

Publication date: 28 November 1993

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

Recommendations

• Numerical Integration of the Differential Riccati Equation and Some Related Issues
• Positive definiteness in the numerical solution of Riccati differential equations
• A class of Hamiltonian-symplectic methods for solving the algebraic Riccati equation
• scientific article; zbMATH DE number 1086872
• Symplectic methods for the solution to Riccati matrix equations related to macroeconomic models

zbMATH Keywords

Newton's methoddecouplingsymplectic transformationsHamiltonian matrixnonlinear discrete systemsdichotomic linear Hamiltonian systemssymmetric differential Riccati equationssymmetric Lyapunov equation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Runge-Kutta schemes for Hamiltonian systems
• Canonical Runge-Kutta methods
• Title not available (Why is that?)
• Numerical Integration of the Differential Riccati Equation and Some Related Issues
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
• Title not available (Why is that?)
• Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
• Optimal state estimation in high noise
• A Schur decomposition for Hamiltonian matrices
• Existence and uniqueness theorems for the algebraic Riccati equation

Cited In (1)

• A differential-algebraic Riccati equation for applications in flow control

This page was built for publication: On the decoupling of dichotomic linear Hamiltonians. Considerations on integrating symmetric differential Riccati equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q688022)