Decoupled decomposition of the Riccati equation
نویسندگان
چکیده
منابع مشابه
An exponential spline for solving the fractional riccati differential equation
In this Article, proposes an approximation for the solution of the Riccati equation based on the use of exponential spline functions. Then the exponential spline equations are obtained and the differential equation of the fractional Riccati is discretized. The effect of performing this mathematical operation is obtained from an algebraic system of equations. To illustrate the benefits of the me...
متن کاملExact decomposition of the algebraic Riccati equation of deterministic multimodeling optimal control problems
In this paper we show how to exactly decompose the algebraic Riccati equations of deterministic multimodeling in terms of one pure-slow and two pure-fast algebraic Riccati equations. The algebraic Riccati equations obtained are of reduced-order and nonsymmetric. However, their ( ) perturbations (where = and , are small positive singular perturbation parameters) are symmetric. The Newton method ...
متن کاملPerturbation analysis of the discrete Riccati equation
The sensitivity of the discrete-time matrix Riccati equation relative to perturbations in its coefficients is studied. Both local and non-local perturbation bounds are obtained. In particular the conditioning of the equation is determined.
متن کاملA review of the matrix Riccati equation
As usual, R denotes the field of real numbers, R" stands for the n-dimensional vector space over R, a prime denotes the transpose of a matrix, an asterisk denotes the complex conjugate transpose of a matrix, and P _ Q means that P — Q is hermitian or real symmetric nonnegative matrix. Square brackets represent matrices composed of the symbols inside. In order to get a better motivation for the ...
متن کاملModerate Deviations of the Random Riccati Equation
We characterize the invariant filtering measures resulting from Kalman filtering with intermittent observations ([1]), where the observation arrival is modeled as a Bernoulli process. In [2], it was shown that there exists a γsb > 0 such that for every observation packet arrival probability γ, γ > γsb > 0, the sequence of random conditional error covariance matrices converges in distribution to...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 1982
ISSN: 0018-9286
DOI: 10.1109/tac.1982.1102998