Package org.hipparchus.linear

Class RiccatiEquationSolverImpl

java.lang.Object

org.hipparchus.linear.RiccatiEquationSolverImpl

All Implemented Interfaces:

RiccatiEquationSolver

public class RiccatiEquationSolverImpl
extends Object
implements RiccatiEquationSolver

This solver computes the solution using the following approach: 1. Compute the Hamiltonian matrix 2. Extract its complex eigen vectors (not the best solution, a better solution would be ordered Schur transformation) 3. Approximate the initial solution given by 2 using the Kleinman algorithm (an iterative method)

Constructor Summary

Constructors

Constructor	Description
RiccatiEquationSolverImpl(RealMatrix A, RealMatrix B, RealMatrix Q, RealMatrix R)	Constructor of the solver.

Method Summary

Modifier and Type	Method	Description
RealMatrix	getK()	{inheritDoc}
RealMatrix	getP()	{inheritDoc}

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

RiccatiEquationSolverImpl

public RiccatiEquationSolverImpl(RealMatrix A,
                                 RealMatrix B,
                                 RealMatrix Q,
                                 RealMatrix R)

Constructor of the solver. A and B should be compatible. B and R must be multiplicative compatible. A and Q must be multiplicative compatible. R must be invertible.

Parameters:

A - state transition matrix

B - control multipliers matrix

Q - state cost matrix

R - control cost matrix

Method Detail

getP

public RealMatrix getP()

{inheritDoc}

Specified by:

getP in interface RiccatiEquationSolver

Returns:

the p

getK

public RealMatrix getK()

{inheritDoc}

Specified by:

getK in interface RiccatiEquationSolver

Returns:

the linear controller k