discrete time. A typical algebraic Riccati equation is similar to one of the following: the continuous time algebraic Riccati equation (CARE): A T 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):...
8 KB (1,388 words) - 03:49, 7 August 2024
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...
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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) - 07:06, 17 December 2023
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...
13 KB (2,064 words) - 14:14, 8 July 2024
continuous-time Lyapunov equation, as desired. Sylvester equation, which generalizes the Lyapunov equation Algebraic Riccati equation Kalman filter Parks,...
8 KB (1,500 words) - 12:19, 18 May 2024
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 (2,597 words) - 23:02, 6 April 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 (4,711 words) - 04:55, 19 August 2024
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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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) - 17:50, 26 April 2024
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 (3,819 words) - 10:39, 19 May 2024
verified computation for solutions of algebraic Riccati equations arising in transport theory, Numerical Linear Algebra with Applications, Volume 24, Issue...
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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 (4,890 words) - 14:21, 20 August 2024
television stations and advertisement sales representatives Discrete Algebraic Riccati equation, a mathematical relationship Drug Abuse Resistance Education,...
2 KB (320 words) - 09:47, 31 May 2024
Optimal projection equations — method for reducing dimension of LQG control problem Algebraic Riccati equation — matrix equation occurring in many optimal...
70 KB (8,336 words) - 05:14, 24 June 2024
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...
69 KB (11,230 words) - 23:40, 1 August 2024
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 (2,791 words) - 14:15, 8 July 2024
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) - 16:56, 27 May 2024
pension model of occupational pension Continuous time Algebraic Riccati equation, a matrix equation Community Activities Restrictions Enforcement, a cordon...
4 KB (582 words) - 16:41, 17 July 2024
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...
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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
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
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
differential equation Cauchy–Euler equation Riccati equation Hill differential equation Gauss–Codazzi equations Chandrasekhar's white dwarf equation Lane-Emden...
13 KB (1,095 words) - 13:19, 17 August 2024
half planes so that the upper half plane is mapped to itself. Algebraic Riccati equation Sylvester's formula Loewner order Matrix calculus Trace inequalities...
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Fiziki. 77: 617–629. Bibcode:1979ZhETF..77..617R. ISSN 0044-4510. "Riccati equation - Encyclopedia of Mathematics". encyclopediaofmath.org. Retrieved 2024-06-03...
37 KB (2,007 words) - 14:18, 15 June 2024
for every non-zero algebraic value of the argument. Hyperbolic functions were introduced in the 1760s independently by Vincenzo Riccati and Johann Heinrich...
29 KB (4,822 words) - 22:14, 16 January 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
Painlevé transcendents (redirect from Painleve equation)
any first order equation with the Painlevé property can be transformed into the Weierstrass elliptic equation or the Riccati equation, which can all be...
19 KB (2,778 words) - 01:21, 27 April 2024
This is a list of scientific equations named after people (eponymous equations). Contents A B C D E F G H I J K L M N O P R S T V W Y Z See also References...
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