Package org.hipparchus.linear

Interface RiccatiEquationSolver

All Known Implementing Classes:
RiccatiEquationSolverImpl
public interface RiccatiEquationSolver
An algebraic Riccati equation is a type of nonlinear equation that arises in the context of infinite-horizon optimal control problems in continuous time or discrete time. The continuous time algebraic Riccati equation (CARE): \[ A^{T}X+XA-XBR^{-1}B^{T}X+Q=0 \} And the respective linear controller is: \[ K = R^{-1}B^{T}P \] A solver receives A, B, Q and R and computes P and K.

  • Method Summary

    Modifier and Type
    Method
    Description
    RealMatrix
    getK()
    Get the linear controller k.
    RealMatrix
    getP()
    Get the solution.

  • Method Details

    • getP

      RealMatrix getP()
      Get the solution.
      Returns:
      the p

    • getK

      RealMatrix getK()
      Get the linear controller k.
      Returns:
      the linear controller k