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 Detail

      • getP

        RealMatrix getP()
        Get the solution.
        Returns:
        the p
      • getK

        RealMatrix getK()
        Get the linear controller k.
        Returns:
        the linear controller k