Solve Riccati Differential Equation (solve_riccati_ode)

버전 3.1.0 (240 KB) 작성자: Tamas Kis
Solves the Riccati differential equation for the finite-horizon linear quadratic regulator.

다운로드 수: 111

업데이트 날짜: 2022/12/8

GitHub에서 호스트

GitHub에서 라이선스 보기

solve_riccati_ode View Solve Riccati Differential Equation (solve_riccati_ode) on File Exchange

Solves the Riccati differential equation for the finite-horizon linear quadratic regulator.

NOTE: This function requires the IVP Solver Toolbox.

Syntax

[t,P] = solve_riccati_ode(A,B,Q,R,[],PT,tspan)
[t,P] = solve_riccati_ode(A,B,Q,R,S,PT,tspan)

Description

[t,P] = solve_riccati_ode(A,B,Q,R,[],PT,tspan) solves the Riccati differential equation for , given the state matrix , input matrix , state weighting matrix , input weighting matrix , terminal condition , and the time span tspan over which to solve. tspan can be specified either as the 1×2 double [t0,T] where is the initial time and is the final time, or as a 1×(N+1) vector of times [t0,t1,...,tNminus1,T] at which to return the solution for . It is assumed that the cross-coupling weighting matrix is .

[t,P] = solve_riccati_ode(A,B,Q,R,S,PT,tspan) does the same as the syntax above, but this time the cross-coupling weighting matrix is specified.

Time Vector and Solution Array

The time vector, , is defined as

The ith "layer" of P (i.e. P(:,:,i)) stores , where is the time stored in the ith element of the time vector, .

Examples and Additional Documentation

  • See "EXAMPLES.mlx" or the "Examples" tab on the File Exchange page for examples.
  • See Riccati_Differential_Equation.pdf (also included with download) for additional documentation.

인용 양식

Tamas Kis (2023). Solve Riccati Differential Equation (solve_riccati_ode) (https://github.com/tamaskis/solve_riccati_ode-MATLAB/releases/tag/v3.1.0), GitHub. 검색됨 .

MATLAB 릴리스 호환 정보
개발 환경: R2021b
모든 릴리스와 호환
플랫폼 호환성
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
버전 게시됨 릴리스 정보
3.1.0

See release notes for this release on GitHub: https://github.com/tamaskis/solve_riccati_ode-MATLAB/releases/tag/v3.1.0

3.0.4

See release notes for this release on GitHub: https://github.com/tamaskis/solve_riccati_ode-MATLAB/releases/tag/v3.0.4

3.0.3

See release notes for this release on GitHub: https://github.com/tamaskis/solve_riccati_ode-MATLAB/releases/tag/v3.0.3

3.0.2

See release notes for this release on GitHub: https://github.com/tamaskis/solve_riccati_ode-MATLAB/releases/tag/v3.0.2

2.0.0

See release notes for this release on GitHub: https://github.com/tamaskis/odericcati-MATLAB/releases/tag/v2.0.0

1.0.2

See release notes for this release on GitHub: https://github.com/tamaskis/odericcati-MATLAB/releases/tag/v1.0.2

1.0.0

이 GitHub 애드온의 문제를 보거나 보고하려면 GitHub 리포지토리로 가십시오.
이 GitHub 애드온의 문제를 보거나 보고하려면 GitHub 리포지토리로 가십시오.