Search results for "Riccati equation"

More indefinite integrals from Riccati equations

2019

ABSTRACTTwo new methods for obtaining indefinite integrals of a special function using Riccati equations are presented. One method uses quadratic fragments of the Riccati equation, the solutions of...

Solving coupled Riccati matrix differential systems

1991

Abstract We start by noting that coupled Riccati matrix differential systems appearing in differential games may be considered as a single rectangular Riccati equation. An explicit solution of the coupled differential system in terms of a solution of the associated algebraic Riccati equation is given.

Explicit solutions of Riccati equations appearing in differential games

1990

Abstract In this paper an explicit closed form solution of Riccati differential matrix equations appearing in games theory is given.

Analytic solution for a class of discrete-time Riccati equations arising in Nash games

1990

A theorem of Radò’s type for the solutions of a quasi-linear equation

2004

Solution of coupled riccati equations occurring in nash games

2006

To obtain the open-loop Nash strategy for a linear-quadratic differential game, a set of coupled matrix Riccati equations has to be solved. It is shown that by means of algebraic transformations, the original problem can be reduced to another one to which the successive approximation method is applicable. This leads to a simple iterative algorithm with a predetermined approximation error. An example is given to illustrate the proposed method.

Le filtre de Kalman étendu à grand-gain adaptatif et ses applications

2010

The work concerns the “observability problem”—the reconstruction of a dynamic process’s full state from a partially measured state— for nonlinear dynamic systems. The Extended Kalman Filter (EKF) is a widely-used observer for such nonlinear systems. However it suffers from a lack of theoretical justifications and displays poor performance when the estimated state is far from the real state, e.g. due to large perturbations, a poor initial state estimate, etc. . . We propose a solution to these problems, the Adaptive High-Gain (EKF). Observability theory reveals the existence of special representations characterizing nonlinear systems having the observability property. Such representations ar…

Matrix solutions of diffusion equation

2002

Riccati-Padé quantization and oscillatorsV(r)=grα

1993

We develop an alternative construction of bound states based on matching the Riccati threshold and asymptotic expansions via their two-point Pad\'e interpolation. As a form of quantization it gives highly accurate eigenvalues and eigenfunctions.

Riccati equation-based generalization of Dawson's integral function

2007

A new generalization of Dawson's integral function based on the link between a Riccati nonlinear differential equation and a second-order ordinary differential equation is reported. The MacLaurin expansion of this generalized function is built up and to this end an explicit formula for a generic cofactor of a triangular matrix is deduced.