Speeding up solving of differential matrix Riccati equations using GPGPU computing and MATLAB

Author:

Peinado Jesus1,Ibáñez Jacinto J.1,Arias Enrique2,Hernández Vicente1

Affiliation:

1. Departamento de Sistemas Informáticos y Computación; Universidad Politécnica de Valencia; Camino de Vera s/n, Valencia 46022; Spain

2. Computing Systems Department; University of Castilla-La Mancha; Albacete 02071; Spain

Publisher

Wiley

Subject

Computational Theory and Mathematics,Computer Networks and Communications,Computer Science Applications,Theoretical Computer Science,Software

Reference36 articles.

1. Numerical integration of the differential Riccati equation and some related issues;Dieci;SIAM Journal on Numerical Analysis,1992

2. A negative exponential solution for the matrix Riccati equation;Vaughan;IEEE Transactions on Automatic Control,1969

3. The numerical solution of the matrix Riccati differential equation;Davison;IEEE Transactions on Automatic Control,1973

4. Numerical integration of the differential matrix Riccati equation;Kenney;IEEE Transactions on Automatic Control,1985

5. Generalized Chandrasekhar algorithms: time-varying models;Chandrasekhar;IEEE Transactions on Automatic Control,1976

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1. A New Separable Moments Based on Tchebichef-Krawtchouk Polynomials;IEEE Access;2020

2. A GPU-aware mixed-precision solver for low-rank algebraic Riccati equations;Concurrency and Computation: Practice and Experience;2018-02-28

3. Solving engineering models using hyperbolic matrix functions;Applied Mathematical Modelling;2016-02

4. Pedagogy of second order homogeneous differential equations: A holistic approach using a Matlab workbook;Computer Applications in Engineering Education;2015-08-06

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