Related papers: Harmonic-Copuled Riccati Equations and its Applica…
Solving large-scale continuous-time algebraic Riccati equations is a significant challenge in various control theory applications. This work demonstrates that when the matrix coefficients of the equation are quasiseparable, the solution…
As the share of Converter-Interfaced Distributed Energy Resources (CIDERs) in power distribution systems increases, hybrid AC/DC distribution systems are drawing more interest. Indeed, CIDERs usually rely on DC power and hybrid AC/DC grids…
Reduced rank extrapolation (RRE) is an acceleration method typically used to accelerate the iterative solution of nonlinear systems of equations using a fixed-point process. In this context, the iterates are vectors generated from a…
We propose a policy iteration algorithm for solving the multiplicative noise linear quadratic output feedback design problem. The algorithm solves a set of coupled Riccati equations for estimation and control arising from a partially…
We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…
This paper introduces a unified approach for state estimation and control of nonlinear dynamic systems, employing the State-Dependent Riccati Equation (SDRE) framework. The proposed approach naturally extends classical linear quadratic…
This paper provides a new method to solve analytic interpolation problems with rationality and derivative constraints, occurring in many applications to system and control. It is based on the covariance extension equation previously…
We are concerned with efficient numerical methods for stochastic continuous-time algebraic Riccati equations (SCARE). Such equations frequently arise from the state-dependent Riccati equation approach which is perhaps the only systematic…
A novel approach to efficiently treat pure-state equality constraints in optimal control problems (OCPs) using a Riccati recursion algorithm is proposed. The proposed method transforms a pure-state equality constraint into a mixed…
Analytic interpolation problems with rationality and derivative constraints occur in many applications in systems and control. In this paper we present a new method for the multivariable case, which generalizes our previous results on the…
Using the tools of optimal control, semiconvex duality and \maxp algebra, this work derives a unifying representation of the solution for the matrix differential Riccati equation (DRE) with time-varying coefficients. It is based upon a…
Coupled Wright-Fisher diffusions have been recently introduced to model the temporal evolution of finitely-many allele frequencies at several loci. These are vectors of multidimensional diffusions whose dynamics are weakly coupled among…
We consider Homogeneous Algebraic Riccati Equations in the general situation when the matrix of the dynamics can be "mixed". We show that in this case the equation may have infinitely many families of solutions. An analysis of these…
Integrable partial differential equation (PDE) systems are of great interest in natural science, but are exceedingly rare and difficult to discover. To solve this, we introduce OptPDE, a first-of-its-kind machine learning approach that…
A high-order accurate adjoint-based optimization framework is presented for unsteady multiphysics problems. The fully discrete adjoint solver relies on the high-order, linearly stable, partitioned solver introduced in [1], where different…
The State-Dependent Riccati Equation (SDRE) technique generalizes the classical algebraic Riccati formulation to nonlinear systems by designing an input to the system that optimally(suboptimally) regulates system states toward the origin…
Ricci flow deforms the Riemannian metric proportionally to the curvature, such that the curvature evolves according to a heat diffusion process and eventually becomes constant everywhere. Ricci flow has demonstrated its great potential by…
The efficiency of the recently proposed iCIPT2 [iterative configuration interaction (iCI) with selection and second-order perturbation theory (PT2); J. Chem. Theory Comput. 16, 2296 (2020)] for strongly correlated electrons is further…
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…
Analytic interpolation problems with rationality and derivative constraints are ubiquitous in systems and control. This paper provides a new method for such problems, both in the scalar and matrix case, based on a non-standard Riccati-type…