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A fixed point-baed BDF method for solving differential Riccati equations

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A fixed point-baed BDF method for solving differential Riccati equations

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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


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