• 대한수학회보
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• 제55권6호
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• pp.1755-1771
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• 2018

In this paper, we investigate a certain type of q-difference Riccati equation in the complex plane. We prove that q-difference Riccati equation possesses a one parameter family of meromorphic solutions if it has three distinct meromorphic solutions. Furthermore, we find that all meromorphic solutions of q-difference Riccati equation and corresponding second order linear q-difference equation can be expressed by q-gamma function if this q-difference Riccati equation admits two distinct rational solutions and $q{\in}{\mathbb{C}}$ such that 0 < ${\mid}q{\mid}$ < 1. The growth and value distribution of differences of meromorphic solutions of q-difference Riccati equation are also treated.

• 대한수학회지
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• 제50권1호
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• pp.173-187
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• 2013

This paper studies the properties of solutions of the Riccati equation arising from the quadratic optimal control problem of the general damped second order system. Using the semigroup theory, we establish the weak differential characterization of the Riccati equation for a general class of the second order distributed systems with arbitrary damping terms.

• Journal of applied mathematics & informatics
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• 제29권1_2호
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• pp.351-367
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• 2011

In this article, we construct exact traveling wave solutions for nonlinear PDEs in mathematical physics via the (1+1)- dimensional combined Korteweg- de Vries and modified Korteweg- de Vries (KdV-mKdV) equation, the (1+1)- dimensional compouned Korteweg- de Vries Burgers (KdVB) equation, the (2+1)- dimensional cubic Klien- Gordon (cKG) equation, the Generalized Zakharov- Kuznetsov- Bonjanmin- Bona Mahony (GZK-BBM) equation and the modified Korteweg- de Vries - Zakharov- Kuznetsov (mKdV-ZK) equation, by using the (($\frac{G'}{G}$) -expansion method combined with the Riccati equation, where G = $G({\xi})$ satisfies the Riccati equation $G'({\xi})=A+BG^2$ and A, B are arbitrary constants.

• 한국경영과학회지
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• 제9권2호
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• pp.28-33
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• 1984

In this paper some procedures are given whereby an analytic solution may be found for the Riccati differential equation and algebraic Riccati equation in optimal control theory. Some iterative techniques for solving these equations are presented. Rate of convergence and initialization of the iterative processes are discussed.

• Journal of applied mathematics & informatics
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• 제16권1_2호
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• pp.265-277
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• 2004

This article deals with the number of periodic solutions of the second order polynomial differential equation using the Riccati equation, and applies the property of the solutions of the Riccati equation to study the property of the solutions of the more complicated differential equations. Many valuable criterions are obtained to determine the number of the periodic solutions of these complex differential equations.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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• pp.10-13
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• 1995

This paper considers the linear-quadratic optimal regulator problem for nonstandard singularly perturbed systems making use of the recursive technique. We first derive a generalized Riccati differential equation by the Hamilton-Jacobi equation. In order to obtain the feedback gain, we must solve the generalized algebraic Riccati equation. Using the recursive technique, we show that the solution of the generalized algebraic Riccati equation converges with the rate of convergence of O(.epsilon.). The existence of a bounded solution of error term can be proved by the implicit function theorem. It is enough to show that the corresponding Jacobian matrix is nonsingular at .epsilon. = 0. As a result, the solution of optimal regulator problem for nonstandard singularly perturbed systems can be obtained with an accuracy of O(.epsilon.$^{k}$ ). The proposed technique represents a significant improvement since the existing method for the standard singularly perturbed systems can not be applied to the nonstandard singularly perturbed systems.

• 한국항공우주학회지
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• 제42권10호
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• pp.816-822
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• 2014

위성의 각속도를 추정하는 비선형 관측기의 설계방법을 제안한다. SDRE 기법을 이용하여 관측기를 설계하는데, 오차 수렴에 대한 충분조건을 제시하였다. 대수 Riccati 형태의 이 조건은, 비선형 항을 Lipschitz 형태로 변환하고 이에 대한 수렴 조건을 유도하여 구해진다. 이 조건으로부터 관측기의 게인을 구할 수 있으며, 시뮬레이션을 이용하여 제안한 방법을 검증하였다.

• 대한전자공학회논문지
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• 제16권5호
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• pp.18-26
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• 1979

본 논문에서는 algebraic matrix Lyapunov equations과 a1gebraic matrix Riccati equations에 관하여 잘 알려져 있는 중요한 결과를 확장한다. 본 연구는 Matrix 미분 방정식에서 양단 경계조건이 존재하는 문제를 다루며 여기에서 얻어지는 결과는 기존하고 있는 결과를 포함하게 된다. 특히 선형 시스템이 periodic feedback gain control로 안정화되는 필요충분조건을 구하며, two-point boundary Riccati equations의 해를 쉽게 구하는 반복 계산방법을 제시한다. 또한 interalwise reeceding horizon을 이용한 새로운 periodic feedback gain control이 시스템을 안전화시켜줌을 보여준다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.33.4-33
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• 2001

This paper considers a stochastic discrete algebraic Riccati equation, which is a generalized version of the well-known standard discrete algebraic Riccati equation, and has additional linear terms. Under controllability, observability and the assumption that the additional terms are not too large, the existence of a positive definite solution is guaranteed. It is shown that it arises in optimal control of a linear discrete-time system with multiplicative White noise and quadratic cost. A numerical example is given.

• Kyungpook Mathematical Journal
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• 제49권4호
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• pp.595-603
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• 2009

We show that for an algebraic Riccati equation $X^*B^{-1}X-T^*X-X^*T=C$, its solutions are given by X = W + BT for some solution W of $X^*B^{-1}X$ = $C+T^*BT$. To generalize this, we give an equivalent condition for $\(\array{B&W\\W*&A}\)\;{\geq}\;0$ for given positive operators B and A, by which it can be regarded as Riccati inequality $X^*B^{-1}X{\leq}A$. As an application, the harmonic mean B ! C is explicitly written even if B and C are noninvertible.