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dc.contributor.author | Arias, E. | es_ES |
dc.contributor.author | Hernández García, Vicente | es_ES |
dc.contributor.author | Ibáñez González, Jacinto Javier | es_ES |
dc.contributor.author | Peinado Pinilla, Jesús | es_ES |
dc.date.accessioned | 2014-11-17T10:19:30Z | |
dc.date.available | 2014-11-17T10:19:30Z | |
dc.date.issued | 2007-05-15 | |
dc.identifier.issn | 0096-3003 | |
dc.identifier.uri | http://hdl.handle.net/10251/44260 | |
dc.description.abstract | This paper describes an approach for solving differential Riccati equations (DRE), by means of the backward differentiation formula (BDF) and resolution of the corresponding implicit equation using Newton’s method with a fixed point approach. The role and use of DRE is especially important in several applications such as optimal control, filtering, and estimation. The goodness of this new method is compared with respect to the so called Dieci method [L. Dieci, Numerical integration of the differential Riccati equation and some related issues, SIAM J. Numer. Anal. 29 (3) (1992) 781–815]. | es_ES |
dc.language | Inglés | es_ES |
dc.publisher | Elsevier | es_ES |
dc.relation.ispartof | Applied Mathematics and Computation | es_ES |
dc.rights | Reserva de todos los derechos | es_ES |
dc.subject | Fixed point method | es_ES |
dc.subject | Differential Riccati equations | es_ES |
dc.subject | Backward differentiation formula methods | es_ES |
dc.subject | Algebraic Riccati equation | es_ES |
dc.subject.classification | CIENCIAS DE LA COMPUTACION E INTELIGENCIA ARTIFICIAL | es_ES |
dc.subject.classification | LENGUAJES Y SISTEMAS INFORMATICOS | es_ES |
dc.title | A fixed point-baed BDF method for solving differential Riccati equations | es_ES |
dc.type | Artículo | es_ES |
dc.identifier.doi | 10.1016/j.amc.2006.11.001 | |
dc.rights.accessRights | Cerrado | es_ES |
dc.contributor.affiliation | Universitat Politècnica de València. Departamento de Sistemas Informáticos y Computación - Departament de Sistemes Informàtics i Computació | es_ES |
dc.description.bibliographicCitation | Arias, E.; Hernández García, V.; Ibáñez González, JJ.; Peinado Pinilla, J. (2007). A fixed point-baed BDF method for solving differential Riccati equations. Applied Mathematics and Computation. 188(2):1319-1333. doi:10.1016/j.amc.2006.11.001 | es_ES |
dc.description.accrualMethod | S | es_ES |
dc.relation.publisherversion | http://dx.doi.org/10.1016/j.amc.2006.11.001 | es_ES |
dc.description.upvformatpinicio | 1319 | es_ES |
dc.description.upvformatpfin | 1333 | es_ES |
dc.type.version | info:eu-repo/semantics/publishedVersion | es_ES |
dc.description.volume | 188 | es_ES |
dc.description.issue | 2 | es_ES |
dc.relation.senia | 31972 |