Package org.hipparchus.linear
Interface RiccatiEquationSolver
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- 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.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description RealMatrix
getK()
Get the linear controller k.RealMatrix
getP()
Get the solution.
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Method Detail
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getP
RealMatrix getP()
Get the solution.- Returns:
- the p
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getK
RealMatrix getK()
Get the linear controller k.- Returns:
- the linear controller k
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