Zobrazeno 1 - 10
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pro vyhledávání: '"algebraic Riccati equations"'
Autor:
Saak, Jens, Werner, Steffen W. R.
Publikováno v:
Electron. Trans. Numer. Anal., 62:95-118, 2024
Continuous-time algebraic Riccati equations can be found in many disciplines in different forms. In the case of small-scale dense coefficient matrices, stabilizing solutions can be computed to all possible formulations of the Riccati equation. This i
Externí odkaz:
http://arxiv.org/abs/2402.06844
Autor:
Guo, Zhen-Chen, Liang, Xin
In this paper, we propose an RADI-type method for large-scale stochastic continuous-time algebraic Riccati equations with sparse and low-rank matrices. This new variant of RADI-type methods is developed by integrating the core concept of the original
Externí odkaz:
http://arxiv.org/abs/2403.02940
Autor:
Zhang, Juan, Xun, Wenlu
This paper proposes an effective low-rank alternating direction doubling algorithm (R-ADDA) for computing numerical low-rank solutions to large-scale sparse continuous-time algebraic Riccati matrix equations. The method is based on the alternating di
Externí odkaz:
http://arxiv.org/abs/2404.12155
We are concerned with efficient numerical methods for stochastic continuous-time algebraic Riccati equations (SCARE). Such equations frequently arise from the state-dependent Riccati equation approach which is perhaps the only systematic way today to
Externí odkaz:
http://arxiv.org/abs/2401.11774
In this paper we mainly propose efficient and reliable numerical algorithms for solving stochastic continuous-time algebraic Riccati equations (SCARE) typically arising from the differential statedependent Riccati equation technique from the 3D missi
Externí odkaz:
http://arxiv.org/abs/2312.00328
We address the problem of securely outsourcing the solution of algebraic Riccati equations (ARE) to a cloud. Our proposed method explores a middle ground between privacy preserving algebraic transformations and perturbation techniques, aiming to achi
Externí odkaz:
http://arxiv.org/abs/2311.14217
Akademický článek
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Autor:
Bertram, Christian, Faßbender, Heike
A class of (block) rational Krylov subspace based projection method for solving large-scale continuous-time algebraic Riccati equation (CARE) $0 = \mathcal{R}(X) := A^HX + XA + C^HC - XBB^HX$ with a large, sparse $A$ and $B$ and $C$ of full low rank
Externí odkaz:
http://arxiv.org/abs/2312.08855
Akademický článek
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Autor:
Houssem Jerbi, Izzat Al-Darraji, Saleh Albadran, Sondess Ben Aoun, Theodore E. Simos, Spyridon D. Mourtas, Vasilios N. Katsikis
Publikováno v:
AIMS Mathematics, Vol 9, Iss 3, Pp 5794-5809 (2024)
Many variations of the algebraic Riccati equation (ARE) have been used to study nonlinear system stability in the control domain in great detail. Taking the quaternion nonsymmetric ARE (QNARE) as a generalized version of ARE, the time-varying QNARE (
Externí odkaz:
https://doaj.org/article/e7dacc457ff947109c03e34bc88bf93e
