Solving large-scale continuous-time algebraic Riccati equations by doubling.
Tie-xiang LiEric King-Wah ChuWen-Wei LinPeter Chang-Yi WengPublished in: J. Comput. Appl. Math. (2013)
Keyphrases
- polynomial equations
- nonlinear equations
- differential equations
- mathematical model
- small scale
- real life
- markov chain
- optimal control
- algebraic geometry
- algebraic equations
- hamilton jacobi
- dynamical systems
- set of linear equations
- hamilton jacobi bellman
- real world
- fractional order
- state space
- difference equations
- markov processes
- algebraic structure
- numerical solution
- linear systems
- closed form solutions
- solving problems
- closed loop