org.hipparchus.linear.RiccatiEquationSolver Maven / Gradle / Ivy
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* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The Hipparchus project licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.hipparchus.linear;
/**
*
* 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.
*
*/
public interface RiccatiEquationSolver {
/** Get the solution.
* @return the p
*/
RealMatrix getP();
/**
* Get the linear controller k.
* @return the linear controller k
*/
RealMatrix getK();
}