Package 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): ATX+XA−XBR−1BTX+Q=0}Andtherespectivelinearcontrolleris:\[K=R−1BTP A solver receives A, B, Q and R and computes P and K.

  • Method Summary Link icon

    Modifier and Type
    Method
    Description
    RealMatrix
    getK()
    Get the linear controller k.
    RealMatrix
    getP()
    Get the solution.

  • Method Details Link icon

    • getP Link icon

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

    • getK Link icon

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