Related papers: A note on Riccati matrix difference equations
In this article we address the issue of uniqueness for differential and algebraic operator Riccati equations, under a distinctive set of assumptions on their unbounded coefficients. The class of boundary control systems characterized by…
Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…
The classical Floquet theory allows to map a time-periodic system of linear differential equations into an autonomous one. By looking at it in a geometrical way, we extend the theory to a class of non-autonomous non-periodic equations. This…
In this paper, a large class of time-varying Riccati equations arising in stochastic dynamic games is considered. The problem of the existence and uniqueness of some globally defined solution, namely the bounded and stabilizing solution, is…
A novel recipe for exactly solving in finite terms a class of special differential Riccati equations is reported. Our procedure is entirely based on a successful resolution strategy quite recently applied to quantum dynamical time-dependent…
This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…
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…
The characterization of the solution set for a class of algebraic Riccati inequalities is studied. This class arises in the passivity analysis of linear time invariant control systems. Eigenvalue perturbation theory for the Hamiltonian…
In this paper we consider a class of conjugate discrete-time Riccati equations (CDARE), arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Recently, we have proved the existence of the…
The Riccati inequality and equality are studied for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results obtained are an addition to and based on our earlier work on the…
Riccati differential equations is the class of first-order and quadratic ordinary differential equations and has various applications in the systems and control theory. In this paper, we analyze a switched Riccati differential equation that…
Algebraic Riccati equations with indefinite quadratic terms play an important role in applications related to robust controller design. While there are many established approaches to solve these in case of small-scale dense coefficients,…
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…
The differential Riccati equation appears in different fields of applied mathematics like control and system theory. Recently Galerkin methods based on Krylov subspaces were developed for the autonomous differential Riccati equation. These…
Caputo-Fabrizio fractional delta derivatives on an arbitrary time scale are presented. When the time scale is chosen to be the set of real numbers, then the Caputo-Fabrizio fractional derivative is recovered. For isolated or partly…
In recent previous work [E. Hansen, T. Stillfjord and T. \r{A}berg, SIAM J. Numer. Anal., to appear], we analyzed the convergence of operator splitting methods applied to operator-valued differential Riccati equations (DRE). In this paper,…
Continuous-time algebraic Riccati equations can be found in many disciplines in different forms. In the case of small-scale dense coefficient matrices, stabilizing solutions can be computed to all possible formulations of the Riccati…
Differential Riccati equations (DREs) are semilinear matrix- or operator-valued differential equations with quadratic non-linearities. They arise in many different areas, and are particularly important in optimal control of linear quadratic…
Floquet theory, first published in 1883 for periodic linear differential equations, is extended in this paper to multitime diagonal recurrences. We find explicitly a monodromy matrix, and we comment its eigenvalues (called Floquet…
In this work, we present an abstract theory for the approximation of operator-valued Riccati equations posed on Hilbert spaces. It is demonstrated here that the error of the approximate solution to the operator-valued Riccati equation is…