Related papers: The Riccati Characteristic Equation
From Einstein's theory we know that besides the electromagnetic spectrum, objects like quasars, active galactic nuclei, pulsars and black holes also generate a physical signal of purely gravitational nature. The actual form of the signal is…
We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…
For a general differential system $\dot x(t) = \sum_{d=1}^3 u_d(t)X_d$, where $X_d$ generates the simple Lie algebra of type $\mathfrak{a}_1$, we compute the explicit solution in terms of iterated integrals of products of $u_d$'s. As a…
We consider the question of diagonal Riccati stability for a pair of real matrices A, B. A necessary and sufficient condition for diagonal Riccati stability is derived and applications of this to two distinct cases are presented. We also…
We obtain Lipschitz regularity results for a fairly general class of nonlinear first-order PDEs. These equations arise from the inner variation of certain energy integrals. Even in the simplest model case of the Dirichlet energy the…
The generalized Riccati equation defined as an equation between first order derivative and the cubic polynomial is named Riccati-Abel equation. Unlike solutions of ordinary Riccati equation, the solutions of Riccati-Abel equation do not…
Motivated by research on contraction analysis and incremental stability/stabilizability the study of 'differential properties' has attracted increasing attention lately. Previously lifts of functions and vector fields to the tangent bundle…
The Cauchy problem for the linearization of a system of equations arising in the kinetic theory of a condensed gas of bosons near the critical temperature around one of its equilibria is solved for radially symmetric initial data. It is…
The existence of a Lagrangian description for the second-order Riccati equation is analyzed and the results are applied to the study of two different nonlinear systems both related with the generalized Riccati equation. The Lagrangians are…
In this article we study a class of generalised linear systems of difference equations with given boundary conditions and assume that the boundary value problem is non-consistent, i.e. it has infinite many or no solutions. We take into…
In this paper, we propose a method for estimating the algebraic Riccati equation (ARE) with respect to an unknown discrete-time system from the system state and input observation. The inverse optimal control (IOC) problem asks, ``What…
We derive some analytic closed-form solutions for a class of Riccati equation y'(x)-\lambda_0(x)y(x)\pm y^2(x)=\pm s_0(x), where \lambda_0(x), s_0(x) are C^{\infty}-functions. We show that if \delta_n=\lambda_n s_{n-1}-\lambda_{n-1}s_n=0,…
Based on the Gaussian wave packet solution for the harmonic oscillator and the corresponding creation and annihilation operators, a generalization is presented that also applies for wave packets with time-dependent width as they occur for…
The existence and analyticity of solutions to linear systems of moment differential equations with analytic coefficients is studied. The relation of solutions of such systems with respect to linear moment differential equations is…
In this paper we present a numerical scheme for the resolution of matrix Riccati equation, usualy used in control problems. The scheme is unconditionnaly stable and the solution is definite positive at each time step of the resolution. We…
A novel formulation of the Lie-Darboux method of obtaining the Riccati equations for the spatial curves in Euclidean three-dimensional space is presented. It leads to two Riccati equations that differ by the sign of torsion. The case of…
The problem of linearization by point transformations is solved for equations in the generalized Riccati and Abel chain of order not exceeding the fourth. It is shown in particular that nonlinear third order and fourth order equations from…
A method to find exact solutions to nonlinear Schr\"odinger equation, defined on a line and on a plane, is found by connecting it with second order linear ordinary differential equation. The connection is essentially made using Riccati…
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…
In this paper formulas are derived for the analytic center of the solution set of linear matrix inequalities (LMIs) defining passive transfer functions. The algebraic Riccati equations that are usually associated with such systems are…