Related papers: A reduction technique for Generalised Riccati Diff…
We propose maximum likelihood estimation for learning Gaussian graphical models with a Gaussian (ell_2^2) prior on the parameters. This is in contrast to the commonly used Laplace (ell_1) prior for encouraging sparseness. We show that our…
We present a new balancing-based structure-preserving model reduction technique for linear port-Hamiltonian descriptor systems. The proposed method relies on a modification of a set of two dual generalized algebraic Riccati equations that…
In this paper a geometric method based on Grassmann manifolds and matrix Riccati equations to make hermitian matrices diagonal is presented. We call it Riccati Diagonalization.
Spacecraft attitude control using only magnetic torques is a periodic time-varying system as the Earth magnetic field in the spacecraft body frame changes periodically while the spacecraft circles around the Earth. The optimal controller…
This paper introduces a new algorithm for solving large-scale continuous-time algebraic Riccati equations (CARE). The advantage of the new algorithm is in its immediate and efficient low-rank formulation, which is a generalization of the…
In this paper, we propose an RADI-type method for large-scale stochastic continuous-time algebraic Riccati equations with sparse and low-rank matrices. This new variant of RADI-type methods is developed by integrating the core concept of…
In this paper, we prove the stabilizability of abstract Parabolic Integro-Differential Equations (PIDE) in a Hilbert space with decay rate $e^{-\gamma t} $ for certain $\gamma > 0,$ by means of a finite dimensional controller in the…
This paper proposes a generalized framework with joint normalization which learns lower-dimensional subspaces with maximum discriminative power by making use of the Riemannian geometry. In particular, we model the similarity/dissimilarity…
We study nonlocal symmetries and their similarity reductions of Riccati and Abel chains. Our results show that all the equations in Riccati chain share the same form of nonlocal symmetry. The similarity reduced $N^{th}$ order ordinary…
A new numerical scheme to solve the Einstein field equations based upon the generalized harmonic decomposition of the Ricci tensor is introduced. The source functions driving the wave equations that define generalized harmonic coordinates…
Convergence results are shown for full discretizations of quasilinear parabolic partial differential equations on evolving surfaces. As a semidiscretization in space the evolving surface finite element method is considered, using a…
We apply a composite idea of semi-discrete finite difference approximation in time and Galerkin finite element method in space to solve the Navier-Stokes equations with Caputo derivative of order 0 < {\alpha} < 1. The stability properties…
A three-dimensional Riccati differential equation of complex quaternion-valued functions is studied. Many properties similar to those of the ordinary differential Riccati equation such that linearization and Picard theorem are obtained. Lie…
The randomized coordinate descent (RCD) method is a classical algorithm with simple, lightweight iterations that is widely used for various optimization problems, including the solution of positive semidefinite linear systems. As a linear…
In this work, we propose a feedback control based temporal discretization for linear quadratic optimal control problems (LQ problems) governed by controlled mean-field stochastic differential equations. We firstly decompose the original…
This article firstly develops a proximal explicit approach for the generalized method of lines. In such a method, the domain of the PDE in question is discretized in lines and the equation solution is written on these lines as functions of…
A first order differential equation with a periodic operator coefficient acting in a pair of Hilbert spaces is considered. This setting models both elliptic equations with periodic coefficients in a cylinder and parabolic equations with…
There exist many ways to stabilize an infinite-dimensional linear autonomous control systems when it is possible. Anyway, finding an exponentially stabilizing feedback control that is as simple as possible may be a challenge. The Riccati…
In this paper we study properties of regular solutions of matrix Riccati equations. The obtained results are used to study the asymptotic behavior of solutions of linear systems of ordinary differential equations.
Recently it has been found that for a stochastic linear-quadratic optimal control problem (LQ problem, for short) in a finite horizon, open-loop solvability is strictly weaker than closed-loop solvability which is equivalent to the regular…