Class RiccatiEquationSolverImpl

  • All Implemented Interfaces:
    RiccatiEquationSolver

    public class RiccatiEquationSolverImpl
    extends Object
    implements RiccatiEquationSolver
    This solver computes the solution using the following approach: 1. Compute the Hamiltonian matrix 2. Extract its complex eigen vectors (not the best solution, a better solution would be ordered Schur transformation) 3. Approximate the initial solution given by 2 using the Kleinman algorithm (an iterative method)
    • Constructor Detail

      • RiccatiEquationSolverImpl

        public RiccatiEquationSolverImpl​(RealMatrix A,
                                         RealMatrix B,
                                         RealMatrix Q,
                                         RealMatrix R)
        Constructor of the solver. A and B should be compatible. B and R must be multiplicative compatible. A and Q must be multiplicative compatible. R must be invertible.
        Parameters:
        A - state transition matrix
        B - control multipliers matrix
        Q - state cost matrix
        R - control cost matrix