1 /*
2 * Licensed to the Hipparchus project under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The Hipparchus project licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * https://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.hipparchus.linear;
18
19 /**
20 *
21 * An algebraic Riccati equation is a type of nonlinear equation that arises in
22 * the context of infinite-horizon optimal control problems in continuous time
23 * or discrete time.
24 *
25 * The continuous time algebraic Riccati equation (CARE):
26 * \[
27 * A^{T}X+XA-XBR^{-1}B^{T}X+Q=0
28 * \}
29 *
30 * And the respective linear controller is:
31 * \[
32 * K = R^{-1}B^{T}P
33 * \]
34 *
35 * A solver receives A, B, Q and R and computes P and K.
36 *
37 */
38 public interface RiccatiEquationSolver {
39
40 /** Get the solution.
41 * @return the p
42 */
43 RealMatrix getP();
44
45 /**
46 * Get the linear controller k.
47 * @return the linear controller k
48 */
49 RealMatrix getK();
50
51 }