Package org.hipparchus.linear
Class RiccatiEquationSolverImpl
java.lang.Object
org.hipparchus.linear.RiccatiEquationSolverImpl
- All Implemented Interfaces:
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)
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Constructor Summary
ConstructorDescriptionConstructor of the solver. -
Method Summary
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Constructor Details
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RiccatiEquationSolverImpl
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 matrixB
- control multipliers matrixQ
- state cost matrixR
- control cost matrix
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Method Details
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getP
{inheritDoc}- Specified by:
getP
in interfaceRiccatiEquationSolver
- Returns:
- the p
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getK
{inheritDoc}- Specified by:
getK
in interfaceRiccatiEquationSolver
- Returns:
- the linear controller k
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