کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10349808 863716 2009 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Solving Differential Matrix Riccati Equations by a piecewise-linearized method based on the conmutant equation
موضوعات مرتبط
مهندسی و علوم پایه شیمی شیمی تئوریک و عملی
پیش نمایش صفحه اول مقاله
Solving Differential Matrix Riccati Equations by a piecewise-linearized method based on the conmutant equation
چکیده انگلیسی
Differential Matrix Riccati Equations play a fundamental role in control theory, for example, in optimal control, filtering and estimation, decoupling and order reduction, etc. In this paper a piecewise-linearized method based on the conmutant equation to solve Differential Matrix Riccati Equations (DMREs) is described. This method is applied to develop two algorithms which solve these equations: one for time-varying DMREs and another for time-invariant DMREs, also MATLAB implementations of the above algorithms are developed. Since MATLAB does not have functions which solve DMREs, two algorithms based on a BDF method are also developed. All implemented algorithms have been compared, under equal conditions, at both precision and computational costs. Experimental results show the advantages of solving non-stiff DMREs and in particular stiff DMREs by the proposed algorithms.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computer Physics Communications - Volume 180, Issue 11, November 2009, Pages 2103-2114
نویسندگان
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