Matrix Riccati Equations in Optimal Control

In this paper, the matrix Riccati equation is considered. There is no general way for solving the matrix Riccati equation despite the many fields to which it applies. While scalar Riccati equation has been studied thoroughly, matrix Riccati equation of which scalar Riccati equations is a particular case, is much less investigated. This article proposes a change of variable that allows to find explicit solution of the Matrix Riccati equation. We then apply this solution to Optimal Control.

An Extended Riccati Equation Method to Find New Solitary Wave Solutions of the Burgers-Fisher Equation

In this paper, our objective is to explore novel solitary wave solutions of the Burgers-Fisher equation, which characterizes the interplay between diffusion and reaction phenomena. Understanding this equation is crucial for addressing challenges in fluid, chemical kinetics and population dynamics. We tackle this task by employing the Riccati equation and employing various function transformations to solve the Burgers-Fisher equation. By adopting different coefficients in the Riccati equation, we obtain a wide range of exact solutions, many of which have not been previously documented. These abundant solitary wave solutions serve as valuable tools for comprehending the Burgers-Fisher equation and contribute to expanding our knowledge in this field.

New Exact Travelling Wave Solutions for Generalized Zakharov-Kuzentsov EquationsUsing General Projective Riccati Equation Method

Applying the generalized method, which is a direct and unified algebraic method for constructing multipletravelling wave solutions of nonlinear partial differential equations (PDEs), and implementing in a computer algebraicsystem, we consider the generalized Zakharov-Kuzentsov equation with nonlinear terms of any order. As a result, wecan not only successfully recover the previously known travelling wave solutions found by existing various tanh methodsand other sophisticated methods, but also obtain some new formal solutions. The solutions obtained include kink-shapedsolitons, bell-shaped solitons, singular solitons, and periodic solutions.

New application to Riccati equation

To seek new infinite sequence of exact solutions to nonlinear evolution equations, this paper gives the formula of nonlinear superposition of the solutions and Backlund transformation of Riccati equation. Based on tanh-function expansion method and homogenous balance method, new infinite sequence of exact solutions to Zakharov-Kuznetsov equation, Karamotc-Sivashinsky equation and the set of （2＋1）-dimensional asymmetric Nizhnik-Novikov-Veselov equations are obtained with the aid of symbolic computation system Mathematica. The method is of significance to construct infinite sequence exact solutions to other nonlinear evolution equations.

Attitude controller for reentry vehicles using state-dependent Riccati equation method

To get better tracking performance of attitude command over the reentry phase of vehicles, the use of state-dependent Riccati equation (SDRE) method for attitude controller design of reentry vehicles was investigated. Guidance commands are generated based on optimal guidance law. SDRE control method employs factorization of the nonlinear dynamics into a state vector and state dependent matrix valued function. State-dependent coefficients are derived based on reentry motion equations in pitch and yaw channels. Unlike constant weighting matrix Q, elements of Q are set as the functions of state error so as to get satisfactory feedback and eliminate state error rapidly, then formulation of SDRE is realized. Riccati equation is solved real-timely with Schur algorithm. State feedback control law u(x) is derived with linear quadratic regulator (LQR) method. Simulation results show that SDRE controller steadily tracks attitude command, and impact point error of reentry vehicle is acceptable. Compared with PID controller, tracking performance of attitude command using SDRE controller is better with smaller control surface deflection. The attitude tracking error with SDRE controller is within 5°, and the control deflection is within 30°.

New Exact Solutions for Konopelchenko-Dubrovsky Equation Using an Extended Riccati Equation Rational Expansion Method

Taking the Konopelchenko-Dubrovsky system as a simple example, some familles of rational formal hyperbolic function solutions, rational formal triangular periodic solutions, and rational solutions are constructed by using the extended Riccati equation rational expansion method presented by us. The method can also be applied to solve more nonlinear partial differential equation or equations.

Improved precise integration method for differential Riccati equation

An improved precise integration method （IPIM） for solving the differential Riccati equation （DRE） is presented. The solution to the DRE is connected with the exponential of a Hamiltonian matrix, and the precise integration method （PIM） for solving the DRE is connected with the scaling and squaring method for computing the exponential of a matrix. The error analysis of the scaling and squaring method for the exponential of a matrix is applied to the PIM of the DRE. Based ,on the error analysis, the criterion for choosing two parameters of the PIM is given. Three kinds of IPIMs for solving the DRE are proposed. The numerical examples machine accuracy solutions. show that the IPIM is stable and gives the

Extended Riccati Equation Rational Expansion Method and Its Application to Nonlinear Stochastic Evolution Equations

In this work, by means of a new more general ansatz and the symbolic computation system Maple, we extend the Riccati equation rational expansion method [Chaos, Solitons ＆ Fractals 25 （2005） 1019] to uniformly construct a series of stochastic nontravelling wave solutions for nonlinear stochastic evolution equation. To illustrate the effectiveness of our method, we take the stochastic mKdV equation as an example, and successfully construct some new and more general solutions including a series of rational formal nontraveling wave and coefficient functions＇ soliton-like solution.s and trigonometric-like function solutions. The method can also be applied to solve other nonlinear stochastic evolution equation or equations.

Double-Parameter Solutions of Projective Riccati Equations and Their Applications

The purpose of the present paper is twofold. First, the projective Riccati equations （PREs for short） are resolved by means of a linearized theorem, which was known in the literature. Based on the signs and values of coeffcients of PREs, the solutions with two arbitrary parameters of PREs can be expressed by the hyperbolic functions, the trigonometric functions, and the rational functions respectively, at the same time the relation between the components of each solution to PREs is also implemented. Second, more new travelling wave solutions for some nonlinear PDEs, such as the Burgers equation, the mKdV equation, the NLS^＋ equation, new Hamilton amplitude equation, and so on, are obtained by using Sub-ODE method, in which PREs are taken as the Sub-ODEs. The key idea of this method is that the travelling wave solutions of nonlinear PDE can be expressed by a polynomial in two variables, which are the components of each solution to PREs, provided that the homogeneous balance between the higher order derivatives and nonlinear terms in the equation is considered.

The projective Riccati equation expansion method and variable separation solutions for the nonlinear physical differential equation in physics

Using the projective Riccati equation expansion （PREE） method, new families of variable separation solutions （including solitary wave solutions, periodic wave solutions and rational function solutions） with arbitrary functions for two nonlinear physical models are obtained. Based on one of the variable separation solutions and by choosing appropriate functions, new types of interactions between the multi-valued and single-valued solitons, such as a peakon-like semi-foldon and a peakon, a compacton-like semi-foldon and a compacton, are investigated.

Application of Extended Projective Riccati Equation Method to(2+1)-Dimensional Broer-Kaup-Kupershmidt System

In this paper, extended projective Riccati equation method is presented for constructing more new exact solutions of nonlinear differential equations in mathematical physics, which is direct and more powerful than projective Riccati equation method. In order to illustrate the effect of the method, Broer Kaup Kupershmidt system is employed and Jacobi doubly periodic solutions are obtained. This algorithm can also be applied to other nonlinear differential equations.

Solution of the HJI equations for nonlinear H_∞ control design by state-dependent Riccati equations approach

The relationship between the technique by state- dependent Riccati equations （SDRE） and Hamilton-Jacobi-lsaacs （HJI） equations for nonlinear H∞ control design is investigated. By establishing the Lyapunov matrix equations for partial derivates of the solution of the SDREs and introducing symmetry measure for some related matrices, a method is proposed for examining whether the SDRE method admits a global optimal control equiva- lent to that solved by the HJI equation method. Two examples with simulation are given to illustrate the method is effective.

A New Generalized Riccati Equation Rational Expansion Method to Generalized Burgers-Fisher Equation with Nonlinear Terms of Any Order

In this paper, based on a new more general ansitz, a new algebraic method, named generalized Riccati equation rational expansion method, is devised for constructing travelling wave solutions for nonlinear evolution equations with nonlinear terms of any order. Compared with most existing tanh methods for finding travelling wave solutions, the proposed method not only recovers the results by most known algebraic methods, but also provides new and more general solutions. We choose the generalized Burgers-Fisher equation with nonlinear terms of any order to illustrate our method. As a result, we obtain several new kinds of exact solutions for the equation. This approach can also be applied to other nonlinear evolution equations with nonlinear terms of any order.

Using Riccati Equation to Construct New Solitary Solutions of Nonlinear Difference Differential Equations

In this paper, we use Riccati equation to construct new solitary wave solutions of the nonlinear evolution equations (NLEEs). Through the new function transformation, the Riccati equation is solved, and many new solitary wave solutions are obtained. Then it is substituted into the (2 + 1)-dimensional BLMP equation and (2 + 1)-dimensional KDV equation as an auxiliary equation. Many types of solitary wave solutions are obtained by choosing different coefficient p1 and q1 in the Riccati equation, and some of them have not been found in other documents. These solutions that we obtained in this paper will be helpful to understand the physics of the NLEEs.

Relationship Among Solutions of a Generalized Riccati Equation

In this paper, some solutions of a generalized Riccati equation are investigated, which are given in the recent articles [Chaos, Solitons ＆ Fractals 24 （2005） 257; Phys. Lett. A 336 （2005） 463], and the relationship among the solutions is revealed.

The Riccati Equation, Differential Transform, Rational Solutions and Applications

In this article, the Riccati Equation is considered. Various techniques of finding analytical solutions are explored. Those techniques consist mainly of making a change of variable or the use of Differential Transform. It is shown that the nonconstant rational functions whose numerator and denominator are of degree 1, cannot be solutions to the Riccati equation. Two applications of the Riccati equation are discussed. The first one deals with Quantum Mechanics and the second one deal with Physics.

Some Results on Difference Riccati Equations

Some properties of solutions for the difference Riccati equations are obtained. The existence and forms of rational solutions, and the Borel exceptional value, zeros, poles and fixed points of transcendental solutions are researched.

Exponential Nonlinear Observer Based on the Differential State-dependent Riccati Equation

This paper presents a novel nonlinear continuous-time observer based on the differential state-dependent Riccati equation (SDRE) filter with guaranteed exponential stability. Although impressive results have rapidly emerged from the use of SDRE designs for observers and filters, the underlying theory is yet scant and there remain many unanswered questions such as stability and convergence. In this paper, Lyapunov stability analysis is utilized in order to obtain the required conditions for exponential stability of the estimation error dynamics. We prove that under specific conditions, the proposed observer is at least locally exponentially stable. Moreover, a new definition of a detectable state-dependent factorization is introduced, and a close relation between the uniform detectability of the nonlinear system and the boundedness property of the state-dependent differential Riccati equation is established. Furthermore, through a simulation study of a second order nonlinear model, which satisfies the stability conditions, the promising performance of the proposed observer is demonstrated. Finally, in order to examine the effectiveness of the proposed method, it is applied to the highly nonlinear flux and angular velocity estimation problem for induction machines. The simulation results verify how effectively this modification can increase the region of attraction and the observer error decay rate.

PEAK COVARIANCE STABILITY OF A RANDOM RICCATI EQUATION ARISING FROM KALMAN FILTERING WITH OBSERVATION LOSSES

We consider the stability of a random Riccati equation with a Markovian binary jump coefficient. More specifically, we are concerned with the boundedness of the solution of a random Riccati difference equation arising from Kalman filtering with measurement losses. A sufficient condition for the peak covariance stability is obtained which has a simpler form and is shown to be less conservative in some cases than a very recent result in existing literature. Furthermore, we show that a known sufficient condition is also necessary when the observability index equals one.

The Integrable Conditions of Riccati Differential Equation

In this paper,the new integrable conditions of Riccati equation is presented by invarant of Riccati equation.