Algebraic Riccati Equations in Control Theory - Maple Application Center
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Algebraic Riccati Equations in Control Theory

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Algebraic Riccati equations appear in many linear optimal and robust control methods such as in LQR, LQG, Kalman filter, H2 and Hinfinity techniques. Solving these equations is a vital step in designing such controllers and state estimators. " In Maple 15, the CARE and DARE solvers for continuous and discrete algebraic Riccati equations are enhanced with high-precision solvers that allow you to get solutions beyond IEEE double precision.

Application Details

Publish Date: April 06, 2011
Created In: Maple 15
Language: English

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