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 Details

    • 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 Details