Related papers: Harmonic-Copuled Riccati Equations and its Applica…
This paper proposes a novel iterative algorithm to compute the stabilizing solution of regime-switching stochastic game-theoretic Riccati differential equations with periodic coefficients. The method decomposes the original complex…
In this paper, the discrete-time modified algebraic Riccati equation (MARE) is solved when the system model is completely unavailable. To achieve this, firstly a brand new iterative method based on the standard discrete-time algebraic…
Recently, the authors of this paper proposed a method for the Harmonic Power-Flow (HPF) calculus in polyphase grids with widespread deployment of Converter-Interfaced Distributed Energy Resources (CIDERs). The HPF problem was formulated by…
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…
In this paper, we first propose a new parameterized definition of comparison matrix of a given complex matrix, which generalizes the definition proposed by \cite {Axe1}. Based on this, we propose a new class of complex nonsymmetric…
We study a differential Riccati equation (DRE) with indefinite matrix coefficients, which arises in a wide class of practical problems. We show that the DRE solves an associated control problem, which is key to provide existence and…
We consider iterative methods for solving linear ill-posed problems with compact operator and right-hand side only available via noise-polluted measurements. Conjugate gradients (CG) applied to the normal equations with an appropriate…
This paper introduces the hierarchical interpolative factorization for integral equations (HIF-IE) associated with elliptic problems in two and three dimensions. This factorization takes the form of an approximate generalized LU…
We discuss a natural form of Ricci--flow conjugation between two distinct general relativistic data sets given on a compact $n\geq 3$-dimensional manifold $\Sigma$. We establish the existence of the relevant entropy functionals for the…
This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…
We present high order explicit geometric integrators to solve linear-quadratic optimal control problems and $N$-player differential games. These problems are described by a system coupled non-linear differential equations with boundary…
Mixed superposition rules are, in short, a method to describe the general solutions of a time-dependent system of first-order differential equations, a so-called Lie system, in terms of particular solutions of other ones. This article is…
Using the Wei-Norman theory we obtain a time-dependent complex Riccati equation (TDCRE) as the solution of the time evolution operator (TEO) of quantum systems described by time-dependent (TD) Hamiltonians that are linear combinations of…
Iterative decoding was not originally introduced as the solution to an optimization problem rendering the analysis of its convergence very difficult. In this paper, we investigate the link between iterative decoding and classical…
Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic matrix Riccati diffusions. Diffusions of this type arise,…
We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…
We present an efficient algorithm to compute the induced norms of finite-horizon Linear Time-Varying (LTV) systems. The formulation includes both induced $\mathcal{L}_2$ and terminal Euclidean norm penalties. Existing computational…
The ever-increasing data scale of user-item interactions makes it challenging for an effective and efficient recommender system. Recently, hash-based collaborative filtering (Hash-CF) approaches employ efficient Hamming distance of learned…
In this paper we consider a class of conjugate discrete-time Riccati equations, arising originally from the linear quadratic regulation problem for discrete-time antilinear systems. Under some mild assumptions and the framework of the…
Algebraic Riccati equations (AREs) have been extensively applicable in linear optimal control problems and many efficient numerical methods were developed. The most attention of numerical solutions is the (almost) stabilizing solution in…