• 제목/요약/키워드: Riccati Equations

검색결과 62건 처리시간 0.022초

SOLUTION OF RICCATI TYPES MATRIX DIFFERENTIAL EQUATIONS USING MATRIX DIFFERENTIAL TRANSFORM METHOD

  • Abazari, Reza
    • Journal of applied mathematics & informatics
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    • 제27권5_6호
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    • pp.1133-1143
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    • 2009
  • In this work, we successfully extended dimensional differential transform method (DTM), by presenting and proving some new theorems, to solve the non-linear matrix differential Riccati equations(first and second kind of Riccati matrix differential equations). This technique provides a sequence of matrix functions which converges to the exact solution of the problem. Examples show that the method is effective.

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양단 경계 조건이 있는 리카티 식을 가진 선형 레규레이터 (Linear Quadratic Regulators with Two-point Boundary Riccati Equations)

  • 권욱현
    • 대한전자공학회논문지
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    • 제16권5호
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    • pp.18-26
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    • 1979
  • 본 논문에서는 algebraic matrix Lyapunov equations과 a1gebraic matrix Riccati equations에 관하여 잘 알려져 있는 중요한 결과를 확장한다. 본 연구는 Matrix 미분 방정식에서 양단 경계조건이 존재하는 문제를 다루며 여기에서 얻어지는 결과는 기존하고 있는 결과를 포함하게 된다. 특히 선형 시스템이 periodic feedback gain control로 안정화되는 필요충분조건을 구하며, two-point boundary Riccati equations의 해를 쉽게 구하는 반복 계산방법을 제시한다. 또한 interalwise reeceding horizon을 이용한 새로운 periodic feedback gain control이 시스템을 안전화시켜줌을 보여준다.

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THE NUMBERS OF PERIODIC SOLUTIONS OF THE POLYNOMIAL DIFFERENTIAL EQUATION

  • Zhengxin, Zhou
    • Journal of applied mathematics & informatics
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    • 제16권1_2호
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    • pp.265-277
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    • 2004
  • This article deals with the number of periodic solutions of the second order polynomial differential equation using the Riccati equation, and applies the property of the solutions of the Riccati equation to study the property of the solutions of the more complicated differential equations. Many valuable criterions are obtained to determine the number of the periodic solutions of these complex differential equations.

Approximate solution of fuzzy quadratic Riccati differential equations

  • Tapaswini, Smita;Chakraverty, S.
    • Coupled systems mechanics
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    • 제2권3호
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    • pp.255-269
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    • 2013
  • This paper targets to investigate the solution of fuzzy quadratic Riccati differential equations with various types of fuzzy environment using Homotopy Perturbation Method (HPM). Fuzzy convex normalized sets are used for the fuzzy parameter and variables. Obtained results are depicted in term of plots to show the efficiency of the proposed method.

Series Solution of High Order Abel, Bernoulli, Chini and Riccati Equations

  • Henk, Koppelaar;Peyman, Nasehpour
    • Kyungpook Mathematical Journal
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    • 제62권4호
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    • pp.729-736
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    • 2022
  • To help solving intractable nonlinear evolution equations (NLEEs) of waves in the field of fluid dynamics we develop an algorithm to find new high order solutions of the class of Abel, Bernoulli, Chini and Riccati equations of the form y' = ayn + by + c, n > 1, with constant coefficients a, b, c. The role of this class of equations in NLEEs is explained in the introduction below. The basic algorithm to compute the coefficients of the power series solutions of the class, emerged long ago and is further developed in this paper. Practical application for hitherto unknown solutions is exemplified.

최적제어이론과 관련된 "리카티" 미분방정식의 수식해 (Numerical Solution of Riccati Differential Equation in Optimal Control Theory)

  • 경규학
    • 한국경영과학회지
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    • 제9권2호
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    • pp.28-33
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    • 1984
  • In this paper some procedures are given whereby an analytic solution may be found for the Riccati differential equation and algebraic Riccati equation in optimal control theory. Some iterative techniques for solving these equations are presented. Rate of convergence and initialization of the iterative processes are discussed.

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On the improvement of the guaranteed stability margins for the discrete time LQ regulator

  • Kwon, Wook-Hyun;Kim, Sang-Woo;Choi, Han-Hong
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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    • pp.913-917
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    • 1989
  • In this paper, the selection method of weighting matrices in the discrete-time LQ problem are suggested in order to improve the guaranteed stability margins, i.e. the gain and phase margins. The asymptotic properties of the solution of the algebraic Riccati equations are investigated by using the closed form solution of the difference Riccati equations. It is shown that the solution of the algebraic Riccati equations monotonically increases as the state weighting matrix Q or the control weighting matrix R increase. The increasing rate of the solution is shown to be much less than that of R for large R. It is also proven that the guaranteed stability margins increases as the ratio between Q and R decreases.

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구조화된 불확실성을 갖는 하드 비선형 시스템에 대한 강인한 다변수 비선형 제어 (Robust Nonlinear Multivariable Control for the Hard Nonlinear System with Structured Uncertainty)

  • 한성익;김종식
    • 한국정밀공학회지
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    • 제15권12호
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    • pp.128-141
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    • 1998
  • We propose the robust nonlinear controller design methodology for the multivariable system which has hard nonlinearities (Coulomb friction, dead-zone, etc) and the structured real parameter uncertainty. The hard nonlinearity can be linearized by the RIDF technique and structured real parameter uncertainty can be modelled as the sense of Peterson-Hollot's quadratic Lyapunov bound. For this system, we apply the robust QLQG/H$_{\infty}$ control and then can obtain four Riccati equations. Because of the system's nonlinearity, however, one Riccati equation contains the nonlinear correction term that is very difficult to solve numerically, In order to treat this problem, using some transformations to Riccati equations, the nonlinear correction term can be eliminated. Then, only two Riccati equations need to design a controller. Finally, the robust nonlinear controller is synthesized via IRIDF techniques. To test this proposed control method, we consider the direct-drive robot manipulator system that has Coulomb frictions and varying inertia.

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OSCILLATION AND NONOSCILLATION THEOREMS FOR NONLINEAR DIFFERENTIAL EQUATIONS OF SECOND ORDER

  • Kim, Rak-Joong;Kim, Dong-Il
    • 대한수학회지
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    • 제44권6호
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    • pp.1453-1467
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    • 2007
  • By means of a Riccati transform some oscillation or nonoscillation criteria are established for nonlinear differential equations of second order $$(E_1)\;[p(t)|x#(t)|^{\alpha}sgn\;x#(t)]#+q(t)|x(\tau(t)|^{\alpha}sgn\;x(\tau(t))=0$$. $$(E_2),\;(E_3)\;and\;(E_4)\;where\;0<{\alpha}$$ and $${\tau}(t){\leq}t,\;{\tau}#(t)>0,\;{\tau}(t){\rightarrow}{\infty}\;as\;t{\rightarrow}{\infty}$$. In this paper we improve some previous results.