Package org.hipparchus.linear

Interface RiccatiEquationSolver

All Known Implementing Classes:

RiccatiEquationSolverImpl

public interface RiccatiEquationSolver

An algebraic Riccati equation is a type of nonlinear equation that arises in the context of infinite-horizon optimal control problems in continuous time or discrete time. The continuous time algebraic Riccati equation (CARE): \[ A^{T}X+XA-XBR^{-1}B^{T}X+Q=0 \} And the respective linear controller is: \[ K = R^{-1}B^{T}P \] A solver receives A, B, Q and R and computes P and K.

Method Summary

Modifier and Type	Method	Description
RealMatrix	getK()	Get the linear controller k.
RealMatrix	getP()	Get the solution.

Method Detail

getP

RealMatrix getP()

Get the solution.

Returns:

the p

getK

RealMatrix getK()

Get the linear controller k.

Returns:

the linear controller k