Topic
Riccati equation
About: Riccati equation is a research topic. Over the lifetime, 10428 publications have been published within this topic receiving 210015 citations. The topic is also known as: Riccati's differential equation.
Papers published on a yearly basis
Papers
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TL;DR: An extended Fick-Jacobs equation for the diffusion of noninteracting particles in a two- and symmetric three-dimensional channels of varying cross section A(x) is derived using a variational approach.
Abstract: We derive an extended Fick-Jacobs equation for the diffusion of noninteracting particles in a two- and symmetric three-dimensional channels of varying cross section A(x), using a variational approach. The result is a diffusion differential equation of second order in only one space (longitudinal) coordinate. This equation is tested on the task of calculating the stationary flux through a hyperboloidal tube, and its solution is compared with that of other methods.
73 citations
TL;DR: A simultaneous policy update algorithm (SPUA) for solving the Riccati equation (ARE) is proposed, and the convergence of the online SPUA is proved by demonstrating that it is mathematically equivalent to the offline S PUA.
73 citations
TL;DR: In this paper, a sufficient condition is derived such that the closed-loop state delayed system is stable and guarantees a prescribed H ∞ norm bound of the transfer matrix from the disturbance to the controlled output.
Abstract: A sufficient condition is derived such that the closed-loop state delayed system is stable and guarantees a prescribed H ∞ norm bound of the closed-loop transfer matrix from the disturbance to the controlled output. Based on this derivation, a full-order observer-based H ∞ controller for the stace delayed linear systems is constructed by solving two modified algebraic Riccati equations. The state feedback H ∞ controller for the state delayed linear systems is also obtained by solving a modified algebraic Riccati equation. An illustrative example is given to show the applicability of the proposed approach.
73 citations
TL;DR: In this paper, the authors proposed a new Hscrinfin filter with a finite impulse response (FIR) structure for linear continuous-time state-space systems, which is called the hscr infin FIR filter (HFF).
Abstract: In this letter, we propose a new Hscrinfin filter (HF) with a finite impulse response (FIR) structure for linear continuous-time state-space systems. This filter is called the Hscr infin FIR filter (HFF). The upper bound for an Hscrinfin performance criterion is derived and then minimized among the filters with linearity, FIR structure, and quasideadbeat property. The HFF is obtained by solving the differential Riccati equation. We show through simulations that the HFF is more robust against temporary uncertainties and is faster in convergence than a conventional HF
73 citations
TL;DR: In this article, the robust Kalman filtering problem for discrete-time nonlinear systems with norm-bound parameter uncertainties is studied and a Riccati equation is derived in the presence of both the parameter uncertainties and the linearization errors.
73 citations