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1   /*
2    * Licensed to the Hipparchus project under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The Hipparchus project licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      https://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  package org.hipparchus.linear;
18  
19  /**
20   *
21   * An algebraic Riccati equation is a type of nonlinear equation that arises in
22   * the context of infinite-horizon optimal control problems in continuous time
23   * or discrete time.
24   *
25   * The continuous time algebraic Riccati equation (CARE):
26   * \[
27   * A^{T}X+XA-XBR^{-1}B^{T}X+Q=0
28   * \}
29   *
30   * And the respective linear controller is:
31   * \[
32   * K = R^{-1}B^{T}P
33   * \]
34   *
35   * A solver receives A, B, Q and R and computes P and K.
36   *
37   */
38  public interface RiccatiEquationSolver {
39  
40      /** Get the solution.
41       * @return the p
42       */
43      RealMatrix getP();
44  
45      /**
46       * Get the linear controller k.
47       * @return the linear controller k
48       */
49      RealMatrix getK();
50  
51  }