共查询到19条相似文献,搜索用时 390 毫秒
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线性二次最优控制,微分对策的闭环解以及最优滤波所涉及的矩阵 Riccati 微分方程的研究至今一直受到人们的关注.对有限维情形的这一基本问题,[1]中归纳了一些求解的途径.[2]研究了稳态 Riccati 代数方程的解.近期有一些工作运用代数几何的方法揭示了 Riccati 方程的性质.本文从联系 Riccati 微分方程的解与具有 Hamilton 系数阵的线性矩阵微分方程之解的一个基本引理出发,用两种方法得到这一类 Riccati 微分方程之解的两个显式直接表示. 相似文献
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本文讨论了离散型线性定常系统在系统参数发生扰动时的李亚普诺夫稳定性与波波夫超稳定性.给出了容许的摄动界,使得离散型线性系统的李亚普诺夫稳定性与波波夫超稳定性的维持得到了保证.该结果在MRAC(模型参考自适应控制)中是具有意义的. 相似文献
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研究线性连续广义系统的Hamilton矩阵及H\-2代数Riccati方程. 提出一个标准的广义H\-2代数Riccati方程及对应的Hamilton矩阵,给出该Hamilton矩阵的几个重要性质. 在此基础上,得到该广义H\-2代数Riccati方程的稳定化解存在的一个充分条件并给出求解方法.此条件具有一般性, 主要定理是正常系统相应结果的推广. 相似文献
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对一类对称五次近Hamilton系统在五次对称摄动下产生的极限环数目进行了研究.通过多参数摄动理论和定性分析,得到这类对称摄动下的五次系统至少可以存在28个极限环. 相似文献
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本文采用正交投影技巧研究无穷维系统中算子Riccati方程的解,利用有限维空间中一序列来逼近该算子Riccati方程的解.并给出一个数值例子来说明我们的结论. 相似文献
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《数学的实践与认识》2019,(23)
矩阵的SR分解是求解一些优化控制问题的有效工具,如用来求解代数Riccati方程.利用分块的矩阵-向量方程方法与Lyapunov控制函数和Banach不动点定理相结合的方法获得了SR分解R因子在范数型扰动下的范数型的严格扰动界和一阶扰动界,改进了已有结果. 相似文献
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四阶椭圆型方程奇异摄动问题的渐近解 总被引:2,自引:2,他引:0
本文考虑了四阶椭圆型偏微分方程奇异摄动边值问题,建立了解及其导数的能量估计,并用Lyuternik-Vishik方法构造了形式渐近解.最后利用能量估计我们得到了渐近展开式余项的界. 相似文献
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Xiao-xiaGuo Zhong-zhiBai 《计算数学(英文版)》2005,23(3):305-320
We study perturbation bound and structured condition number about the minimal nonnegative solution of nonsymmetric algebraic Riccati equation, obtaining a sharp perturbation bound and an accurate condition number. By using the matrix sign function method we present a new method for finding the minimal nonnegative solution of this algebraic Riccati equation. Based on this new method, we show how to compute the desired M-matrix solution of the quadratic matrix equation X^2 - EX - F = 0 by connecting it with the nonsymmetric algebraic Riccati equation, where E is a diagonal matrix and F is an M-matrix. 相似文献
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We study perturbation bound and structured condition number about the minimalnonnegative solution of nonsymmetric algebraic Riccati equation,obtaining a sharp per-turbation bound and an accurate condition number.By using the matrix sign functionmethod we present a new method for finding the minimal nonnegative solution of this al-gebraic Riccati equation.Based on this new method,we show how to compute the desiredM-matrix solution of the quadratic matrix equation X~2-EX-F=0 by connecting itwith the nonsymmetric algebraic Riccati equation,where E is a diagonal matrix and F isan M-matrix. 相似文献
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In this paper, we propose a class of special Krylov subspace methods to solve continuous algebraic Riccati equation (CARE), i.e., the Hessenberg-based methods. The presented approaches can obtain efficiently the solution of algebraic Riccati equation to some extent. The main idea is to apply Kleinman-Newton"s method to transform the process of solving algebraic Riccati equation into Lyapunov equation at every inner iteration. Further, the Hessenberg process of pivoting strategy combined with Petrov-Galerkin condition and minimal norm condition is discussed for solving the Lyapunov equation in detail, then we get two methods, namely global generalized Hessenberg (GHESS) and changing minimal residual methods based on the Hessenberg process (CMRH) for solving CARE, respectively. Numerical experiments illustrate the efficiency of the provided methods. 相似文献
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New multivariable asymmetric public-key encryption schemes based on the NP-complete problem of simultaneous algebraic Riccati equations over finite fields are suggested. We also provide a systematic way to describe any set of quadratic equations over any field, as a set of algebraic Riccati equations. This has the benefit of systematic algebraic crypt-analyzing any encryption scheme based on quadratic equations, to any possible vulnerable hidden structure, in view of the fact that the set of all solutions to any given single algebraic Riccati equation is fully described in terms of all the T-invariant subspaces of some restricted dimension, where T is the matrix of coefficients of the related algebraic Riccati equation. 相似文献
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Robustness of stability of linear time-invariant systems using the relationship between the structured complex stability radius and a parametrized algebraic Riccati equation is analysed. Our approach is based on the observation that the algebraic Riccati equation can be viewed as a bifurcation problem. It is proved that the stability radius is, under certain assumptions, associated with a turning point of the bifurcation problem given by the parametrized algebraic Riccati equation. As a byproduct, the stability radius can be computed via path following. Some numerical examples are presented. 相似文献
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Augusto Ferrante 《Linear and Multilinear Algebra》2013,61(11):1460-1474
This paper proposes a reduction technique for the generalized Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalized discrete algebraic Riccati equation. In particular, an analysis on the eigenstructure of the corresponding extended symplectic pencil enables to identify a subspace in which all the solutions of the generalized discrete algebraic Riccati equation are coincident. This subspace is the key to derive a decomposition technique for the generalized Riccati difference equation. This decomposition isolates a “nilpotent” part, which converges to a steady-state solution in a finite number of steps, from another part that can be computed by iterating a reduced-order generalized Riccati difference equation. 相似文献
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In this paper, the problem of the numerical computation of the stabilizing solution of the game theoretic algebraic Riccati
equation is investigated. The Riccati equation under consideration occurs in connection with the solution of the H
∞ control problem for a class of stochastic systems affected by state dependent and control dependent white noise. The stabilizing
solution of the considered game theoretic Riccati equation is obtained as a limit of a sequence of approximations constructed
based on stabilizing solutions of a sequence of algebraic Riccati equations of stochastic control with definite sign of the
quadratic part. The efficiency of the proposed algorithm is demonstrated by several numerical experiments. 相似文献
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《Mathematical and Computer Modelling》1998,27(7):51-55
This paper is concerned with the solution of the matrix Riccati differential equation with a terminal boundary condition. The solution of the matrix Riccati equation is given by using the solution of the algebraic form of the Riccati equation. An illustrative example for the proposed method is given. 相似文献