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...
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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
Linear–quadratic regulator (redirect from Dynamic Riccati equation)
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
Nonlinear system (redirect from Non-linear equation)
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...
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_{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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Bessel function (redirect from Riccati-Bessel functions)
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
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 algorithm (redirect from Chandrasekhar equations)
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
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...
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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...
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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
Painlevé transcendents (redirect from Painleve equation)
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
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