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Comparing one-shot and multi-shot methods for solving periodic of Riccati differential equations

Varga, Andreas and Johansson, S. and Shiriaev, A. (2007) Comparing one-shot and multi-shot methods for solving periodic of Riccati differential equations. In: Proceedings of IFAC Workshop on Periodic Control Systems, St. Petersburg, Russia. IFAC 2007, St. Petersburg, Russia.

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Abstract

Abstract - One-shot methods and recently proposed multi-shot methods for computing stabilizing solutions of continuoustime periodic Riccati differential equations are examined and evaluated on two test problems. The first problem arises from a stabilization problem for an artificially constructed time-varying linear systems for which the exact solution is known. The second problem originates from a nonlinear stabilization problem for numercial comparisons have been performed using both general purpose and symplectic integration methods for solving the associated Hamiltontian differential systems. In the multi-shot method a stable subspace is determined using recently published algorithms for computing a reodered periodic real Schur form. The obtained results show the increased accuracy achievable by combining multi-shot methods with structure preserving (symplectic) integration techniques.

Document Type:Conference or Workshop Item (Speech, Paper)
Title:Comparing one-shot and multi-shot methods for solving periodic of Riccati differential equations
Authors:
AuthorsInstitution or Email of Authors
Varga, AndreasUNSPECIFIED
Johansson, S.Department of Computing Science, Umeå University, SE-90187 Umeå Sweden
Shiriaev, A.Department of Applied Physics and Electronic, Umeå University, SE-90187 Umeå Sweden
Date:2007
Journal or Publication Title:Proceedings of IFAC Workshop on Periodic Control Systems, St. Petersburg, Russia
Refereed publication:Yes
In ISI Web of Science:No
Status:Published
Keywords:-
Event Title:IFAC 2007
Event Location:St. Petersburg, Russia
Event Type:international Conference
HGF - Research field:Aeronautics, Space and Transport
HGF - Program:Aeronautics
HGF - Program Themes:Aircraft Research
DLR - Research area:Aeronautics
DLR - Program:L AR - Aircraft Research
DLR - Research theme (Project):L - Systems & Cabin
Location: Oberpfaffenhofen
Institutes and Institutions:Institute of Robotics and Mechatronics > System Dynamics and Control (former Control Design Engineering)
Deposited By: Monika Klauer
Deposited On:09 Jun 2008
Last Modified:12 Dec 2013 20:27

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