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 and 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