• discrete time. A typical algebraic Riccati equation is similar to one of the following: the continuous time algebraic Riccati equation (CARE): A ⊤ P + P A...
    10 KB (1,517 words) - 21:01, 14 April 2025
  • the algebraic Riccati equation. The non-linear Riccati equation can always be converted to a second order linear ordinary differential equation (ODE):...
    10 KB (1,600 words) - 23:24, 6 July 2025
  • and P {\displaystyle P} is found by solving the continuous time algebraic Riccati equation: A T P + P A − ( P B + N ) R − 1 ( B T P + N T ) + Q = 0 {\displaystyle...
    15 KB (2,284 words) - 23:58, 16 June 2025
  • physical systems. Algebraic Riccati equation Ball and beam system Bellman equation for optimal policy Boltzmann equation Colebrook equation General relativity...
    21 KB (2,645 words) - 12:32, 25 June 2025
  • Matrix sign function (category Linear algebra)
    1971 as a tool for model reduction and for solving Lyapunov and Algebraic Riccati equation in a technical report of Cambridge University, which was later...
    9 KB (1,450 words) - 16:17, 28 May 2025
  • verified computation for solutions of algebraic Riccati equations arising in transport theory, Numerical Linear Algebra with Applications, Volume 24, Issue...
    12 KB (1,341 words) - 22:46, 9 January 2025
  • _{0}\end{bmatrix}}} Matrix differential equation Difference equation Linear difference equation Dynamical system Algebraic Riccati equation Cull, Paul; Flahive, Mary;...
    13 KB (1,964 words) - 21:06, 14 April 2025
  • continuous-time Lyapunov equation, as desired. Sylvester equation, which generalizes the Lyapunov equation Algebraic Riccati equation Kalman filter Parks,...
    8 KB (1,501 words) - 12:43, 25 May 2025
  • Sylvester equation has a closed form solution. Lyapunov equation, a special case of the Sylvester equation Algebraic Riccati equation This equation is also...
    11 KB (1,708 words) - 21:08, 14 April 2025
  • Aircraft Reactor Experiment, a US military program in the 1950s Algebraic Riccati equation, in control theory Asymptotic relative efficiency, in statistics...
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  • Thumbnail for Bessel function
    hypothetical cylindrical infinite potential barrier. This differential equation, and the Riccati–Bessel solutions, also arises in the problem of scattering of...
    76 KB (12,308 words) - 06:31, 12 June 2025
  • Thumbnail for Ordinary differential equation
    example Riccati equation). Some ODEs can be solved explicitly in terms of known functions and integrals. When that is not possible, the equation for computing...
    44 KB (5,187 words) - 16:53, 2 June 2025
  • television stations and advertisement sales representatives Discrete Algebraic Riccati equation, a mathematical relationship Drug Abuse Resistance Education,...
    2 KB (331 words) - 17:55, 6 May 2025
  • Chandrasekhar equations, which refer to a set of linear differential equations that reformulates continuous-time algebraic Riccati equation (CARE). Consider...
    3 KB (666 words) - 11:38, 3 April 2025
  • Bernoulli equation y ′ − 2 y x = − x 2 y 2 {\displaystyle y'-{\frac {2y}{x}}=-x^{2}y^{2}} (in this case, more specifically a Riccati equation). The constant...
    6 KB (993 words) - 21:30, 5 February 2024
  • Thumbnail for Optimal control
    infinite horizon LQR problem, the differential Riccati equation is replaced with the algebraic Riccati equation (ARE) given as 0 = − S A − A T S + S B R −...
    32 KB (4,734 words) - 01:09, 20 June 2025
  • In that case the second matrix Riccati differential equation may be replaced by the associated algebraic Riccati equation. Since the discrete-time LQG control...
    16 KB (2,796 words) - 02:51, 10 June 2025
  • obtain the usual Riccati equation for the Hessian of the value function as is usual for Linear-quadratic-Gaussian control. Bellman equation, discrete-time...
    14 KB (2,050 words) - 11:37, 3 May 2025
  • the underlying Riccati equation are not guaranteed to be positive definite. One way of improving performance is the faux algebraic Riccati technique which...
    27 KB (3,784 words) - 13:42, 30 June 2025
  • Optimal projection equations — method for reducing dimension of LQG control problem Algebraic Riccati equation — matrix equation occurring in many optimal...
    70 KB (8,327 words) - 09:12, 7 June 2025
  • Functional equation Functional equation (L-function) Constitutive equation Laws of science Defining equation (physical chemistry) List of equations in classical...
    5 KB (103 words) - 09:21, 8 August 2024
  • 2005, with Dario Bini and Guy Latouche) Numerical Solution of Algebraic Riccati Equations (Society for Industrial and Applied Mathematics, 2011, with Dario...
    3 KB (233 words) - 02:29, 27 June 2024
  • pension model of occupational pension Continuous time Algebraic Riccati equation, a matrix equation Community Activities Restrictions Enforcement, a cordon...
    4 KB (607 words) - 22:41, 23 April 2025
  • w_{0}} are real numbers, this difference equation is called a Riccati difference equation. Such an equation can be solved by writing w t {\displaystyle...
    5 KB (935 words) - 22:15, 16 January 2023
  • half planes so that the upper half plane is mapped to itself. Algebraic Riccati equation Sylvester's formula Loewner order Matrix calculus Trace inequalities...
    12 KB (2,213 words) - 10:45, 12 November 2024
  • property can be transformed into the Weierstrass elliptic equation or the Riccati equation, all of which can be solved explicitly in terms of integration...
    24 KB (3,520 words) - 05:04, 23 June 2025
  • differential equation Cauchy–Euler equation Riccati equation Hill differential equation Gauss–Codazzi equations Chandrasekhar's white dwarf equation Lane-Emden...
    13 KB (1,097 words) - 15:29, 28 May 2025
  • summarized as The recursion for P {\displaystyle P} follows an algebraic Riccati equation and thus draws parallels to the Kalman filter. The lattice recursive...
    21 KB (2,407 words) - 17:40, 27 April 2024
  • Thumbnail for Hyperbolic functions
    Hyperbolic functions were formally introduced in 1757 by Vincenzo Riccati. Riccati used Sc. and Cc. (sinus/cosinus circulare) to refer to circular functions...
    31 KB (5,058 words) - 13:13, 28 June 2025
  • Fiziki. 77: 617–629. Bibcode:1979ZhETF..77..617R. ISSN 0044-4510. "Riccati equation - Encyclopedia of Mathematics". encyclopediaofmath.org. Retrieved 2024-06-03...
    39 KB (2,094 words) - 05:37, 24 June 2025