• Title/Summary/Keyword: Riccati Equations

Search Result 62, Processing Time 0.021 seconds

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

  • Abazari, Reza
    • Journal of applied mathematics & informatics
    • /
    • v.27 no.5_6
    • /
    • pp.1133-1143
    • /
    • 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.

  • PDF

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

  • Kwon, Wook-Hyun
    • Journal of the Korean Institute of Telematics and Electronics
    • /
    • v.16 no.5
    • /
    • pp.18-26
    • /
    • 1979
  • This paper extends some well-known system theories on algebraic matrix Lyapunov and Riccati equations. These extended results contain two point boundary conditions in matrix differential equations and include conventional results as special cases. Necessary and sufficient conditions are derived under which linear systems are stabilizable with feedback gains derived from periodic two-point boundary matrix differential equations. An iterative computation method for two-point boundary differential Riccati equations is given with an initial guess method. The results in this paper are related to periodic feedback controls and also to the quadratic cost problem with a discrete state penalty.

  • PDF

THE NUMBERS OF PERIODIC SOLUTIONS OF THE POLYNOMIAL DIFFERENTIAL EQUATION

  • Zhengxin, Zhou
    • Journal of applied mathematics & informatics
    • /
    • v.16 no.1_2
    • /
    • pp.265-277
    • /
    • 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
    • /
    • v.2 no.3
    • /
    • pp.255-269
    • /
    • 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
    • /
    • v.62 no.4
    • /
    • pp.729-736
    • /
    • 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.

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

  • 경규학
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.9 no.2
    • /
    • pp.28-33
    • /
    • 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.

  • PDF

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
    • /
    • 1989.10a
    • /
    • pp.913-917
    • /
    • 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.

  • PDF

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

  • 한성익;김종식
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.15 no.12
    • /
    • pp.128-141
    • /
    • 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.

  • PDF

OSCILLATION AND NONOSCILLATION THEOREMS FOR NONLINEAR DIFFERENTIAL EQUATIONS OF SECOND ORDER

  • Kim, Rak-Joong;Kim, Dong-Il
    • Journal of the Korean Mathematical Society
    • /
    • v.44 no.6
    • /
    • pp.1453-1467
    • /
    • 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.