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

DOI10.1016/0377-0427(93)90264-CMaRDI QIDQ688022zbMATH OpenFDO

Authors Luca Dieci

Publication date 28 November 1993

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

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)

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• A Schur decomposition for Hamiltonian matrices
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• Existence and uniqueness theorems for the algebraic Riccati equation
• Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
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• Optimal state estimation in high noise
• Runge-Kutta schemes for Hamiltonian systems

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(1)

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

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