Solution of matrix Riccati differential equation for the linear quadratic singular system using neural networks

DOI10.1016/j.amc.2006.06.020zbMath1107.65057WikidataQ115361886 ScholiaQ115361886MaRDI QIDQ858862

Pagavathigounder Balasubramaniam, N. Kumaresan, J. Abdul Samath, A. Vincent Antony Kumar

Publication date: 11 January 2007

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

Full work available at URL: https://doi.org/10.1016/j.amc.2006.06.020

zbMATH Keywords

optimal control; numerical example; Runge-Kutta method; matrix Riccati differential equation; Levenberg-Marquardt algorithm; Runge-Kutta Butcher method

Mathematics Subject Classification ID

68T05: Learning and adaptive systems in artificial intelligence

34A30: Linear ordinary differential equations and systems

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

65L06: Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations

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Cites Work

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• Closed analytical solution of Riccati type matrix differential equations
• A computational solution for a matrix Riccati differential equation
• A Schur method for the solution of the matrix Riccati equation
• A survey of linear singular systems
• A Levenberg-Marquardt iterative solver for least-squares problems
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