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Matrix Difference Equation
A matrix difference equation is a difference equation in which the value of a vector (or sometimes, a matrix) of variables at one point in time is related to its own value at one or more previous points in time, using matrices. The order of the equation is the maximum time gap between any two indicated values of the variable vector. For example, :\mathbf x_t = \mathbf_ + \mathbf_ is an example of a second-order matrix difference equation, in which is an vector of variables and and are matrices. This equation is homogeneous because there is no vector constant term added to the end of the equation. The same equation might also be written as :\mathbf x_ = \mathbf_ + \mathbf_ or as :\mathbf x_n = \mathbf_ + \mathbf_ The most commonly encountered matrix difference equations are first-order. Nonhomogeneous first-order case and the steady state An example of a nonhomogeneous first-order matrix difference equation is :\mathbf x_t = \mathbf_ + \mathbf with additive cons ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Difference Equation
In mathematics, a recurrence relation is an equation according to which the nth term of a sequence of numbers is equal to some combination of the previous terms. Often, only k previous terms of the sequence appear in the equation, for a parameter k that is independent of n; this number k is called the ''order'' of the relation. If the values of the first k numbers in the sequence have been given, the rest of the sequence can be calculated by repeatedly applying the equation. In ''linear recurrences'', the th term is equated to a linear function of the k previous terms. A famous example is the recurrence for the Fibonacci numbers, F_n=F_+F_ where the order k is two and the linear function merely adds the two previous terms. This example is a linear recurrence with constant coefficients, because the coefficients of the linear function (1 and 1) are constants that do not depend on n. For these recurrences, one can express the general term of the sequence as a closed-form expression o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Riccati Equation
In mathematics, a Riccati equation in the narrowest sense is any first-order ordinary differential equation that is quadratic in the unknown function. In other words, it is an equation of the form y'(x) = q_0(x) + q_1(x) \, y(x) + q_2(x) \, y^2(x) where q_0(x) \neq 0 and q_2(x) \neq 0. If q_0(x) = 0 the equation reduces to a Bernoulli equation, while if q_2(x) = 0 the equation becomes a first order linear ordinary differential equation. The equation is named after Jacopo Riccati (1676–1754). More generally, the term Riccati equation is used to refer to matrix equations with an analogous quadratic term, which occur in both continuous-time and discrete-time linear-quadratic-Gaussian control. The steady-state (non-dynamic) version of these is referred to as the algebraic Riccati equation. Conversion to a second order linear equation The non-linear Riccati equation can always be converted to a second order linear ordinary differential equation (ODE): If y' = q_0(x ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Matrices (mathematics)
Matrix (: matrices or matrixes) or MATRIX may refer to: Science and mathematics * Matrix (mathematics), a rectangular array of numbers, symbols or expressions * Matrix (logic), part of a formula in prenex normal form * Matrix (biology), the material in between a eukaryotic organism's cells * Matrix (chemical analysis), the non-analyte components of a sample * Matrix (geology), the fine-grained material in which larger objects are embedded * Matrix (composite), the constituent of a composite material * Hair matrix, produces hair * Nail matrix, part of the nail in anatomy Technology * Matrix (mass spectrometry), a compound that promotes the formation of ions * Matrix (numismatics), a tool used in coin manufacturing * Matrix (printing), a mould for casting letters * Matrix (protocol), an open standard for real-time communication * Matrix (record production), or master, a disc used in the production of phonograph records ** Matrix number, of a gramophone record * D ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Algebra
Linear algebra is the branch of mathematics concerning linear equations such as :a_1x_1+\cdots +a_nx_n=b, linear maps such as :(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n, and their representations in vector spaces and through matrix (mathematics), matrices. Linear algebra is central to almost all areas of mathematics. For instance, linear algebra is fundamental in modern presentations of geometry, including for defining basic objects such as line (geometry), lines, plane (geometry), planes and rotation (mathematics), rotations. Also, functional analysis, a branch of mathematical analysis, may be viewed as the application of linear algebra to Space of functions, function spaces. Linear algebra is also used in most sciences and fields of engineering because it allows mathematical model, modeling many natural phenomena, and computing efficiently with such models. For nonlinear systems, which cannot be modeled with linear algebra, it is often used for dealing with first-order a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dynamical System
In mathematics, a dynamical system is a system in which a Function (mathematics), function describes the time dependence of a Point (geometry), point in an ambient space, such as in a parametric curve. Examples include the mathematical models that describe the swinging of a clock pendulum, fluid dynamics, the flow of water in a pipe, the Brownian motion, random motion of particles in the air, and population dynamics, the number of fish each springtime in a lake. The most general definition unifies several concepts in mathematics such as ordinary differential equations and ergodic theory by allowing different choices of the space and how time is measured. Time can be measured by integers, by real number, real or complex numbers or can be a more general algebraic object, losing the memory of its physical origin, and the space may be a manifold or simply a Set (mathematics), set, without the need of a Differentiability, smooth space-time structure defined on it. At any given time, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Difference Equation
In mathematics (including combinatorics, linear algebra, and dynamical systems), a linear recurrence with constant coefficients (also known as a linear recurrence relation or linear difference equation) sets equal to 0 a polynomial that is linear in the various iterates of a variable (mathematics), variable—that is, in the values of the elements of a sequence. The polynomial's linearity means that each of its terms has degree of a polynomial, degree 0 or 1. A linear recurrence denotes the evolution of some variable over time, with the current discrete time, time period or discrete moment in time denoted as , one period earlier denoted as , one period later as , etc. The ''equation solving, solution'' of such an equation is a function of , and not of any iterate values, giving the value of the iterate at any time. To find the solution it is necessary to know the specific values (known as ''initial conditions'') of of the iterates, and normally these are the iterates that are ol ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Difference Equation
In mathematics, a recurrence relation is an equation according to which the nth term of a sequence of numbers is equal to some combination of the previous terms. Often, only k previous terms of the sequence appear in the equation, for a parameter k that is independent of n; this number k is called the ''order'' of the relation. If the values of the first k numbers in the sequence have been given, the rest of the sequence can be calculated by repeatedly applying the equation. In ''linear recurrences'', the th term is equated to a linear function of the k previous terms. A famous example is the recurrence for the Fibonacci numbers, F_n=F_+F_ where the order k is two and the linear function merely adds the two previous terms. This example is a linear recurrence with constant coefficients, because the coefficients of the linear function (1 and 1) are constants that do not depend on n. For these recurrences, one can express the general term of the sequence as a closed-form expression o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Matrix Differential Equation
A differential equation is a mathematical equation for an unknown function of one or several variables that relates the values of the function itself and its derivatives of various orders. A matrix differential equation contains more than one function stacked into vector form with a matrix relating the functions to their derivatives. For example, a first-order matrix ordinary differential equation is : \mathbf(t) = \mathbf(t)\mathbf(t) where \mathbf(t) is an n \times 1 vector of functions of an underlying variable t, \mathbf(t) is the vector of first derivatives of these functions, and \mathbf(t) is an n \times n matrix of coefficients. In the case where \mathbf is constant and has ''n'' linearly independent eigenvectors, this differential equation has the following general solution, : \mathbf(t) = c_1 e^ \mathbf_1 + c_2 e^ \mathbf_2 + \cdots + c_n e^ \mathbf_n ~, where are the eigenvalues of A; are the respective eigenvectors of A; and are constants. More generally, if \mat ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Rational Difference Equation
A rational difference equation is a nonlinear difference equation of the form : x_ = \frac~, where the initial conditions x_, x_,\dots, x_ are such that the denominator never vanishes for any . First-order rational difference equation A first-order rational difference equation is a nonlinear difference equation of the form : w_ = \frac. When a,b,c,d and the initial condition w_0 are real numbers, this difference equation is called a Riccati difference equation. Such an equation can be solved by writing w_t as a nonlinear transformation of another variable x_t which itself evolves linearly. Then standard methods can be used to solve the linear difference equation in x_t. Equations of this form arise from the infinite resistor ladder problem. Solving a first-order equation First approach One approach to developing the transformed variable x_t, when ad-bc \neq 0, is to write : y_= \alpha - \frac where \alpha = (a+d)/c and \beta = (ad-bc)/c^ and where w_t = y_t -d/c. Further ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Zero Matrix
In mathematics, particularly linear algebra, a zero matrix or null matrix is a matrix all of whose entries are zero. It also serves as the additive identity of the additive group of m \times n matrices, and is denoted by the symbol O or 0 followed by subscripts corresponding to the dimension of the matrix as the context sees fit. Some examples of zero matrices are : 0_ = \begin 0 \end ,\ 0_ = \begin 0 & 0 \\ 0 & 0 \end ,\ 0_ = \begin 0 & 0 & 0 \\ 0 & 0 & 0 \end .\ Properties The set of m \times n matrices with entries in a ring K forms a ring K_. The zero matrix 0_ \, in K_ \, is the matrix with all entries equal to 0_K \, , where 0_K is the additive identity in K. : 0_ = \begin 0_K & 0_K & \cdots & 0_K \\ 0_K & 0_K & \cdots & 0_K \\ \vdots & \vdots & \ddots & \vdots \\ 0_K & 0_K & \cdots & 0_K \end_ The zero matrix is the additive identity in K_ \, . That is, for all A \in K_ \, it satisfies the equation :0_+A = A + 0_ = A. There is exactly one zero matrix of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Algebraic Riccati Equation
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. A typical algebraic Riccati equation is similar to one of the following: the continuous time algebraic Riccati equation (CARE): A^\top P + P A - P B R^ B^\top P + Q = 0 or the discrete time algebraic Riccati equation (DARE): P = A^\top P A -(A^\top P B)(R + B^\top P B)^(B^\top P A) + Q. is the unknown by symmetric matrix and are known real coefficient matrices, with and symmetric. Though generally this equation can have many solutions, it is usually specified that we want to obtain the unique stabilizing solution, if such a solution exists. Origin of the name The name Riccati is given to these equations because of their relation to the Riccati differential equation. Indeed, the CARE is verified by the time invariant solutions of the associated matrix valued Riccati differential equation. As ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Equation
In mathematics, a linear equation is an equation that may be put in the form a_1x_1+\ldots+a_nx_n+b=0, where x_1,\ldots,x_n are the variables (or unknowns), and b,a_1,\ldots,a_n are the coefficients, which are often real numbers. The coefficients may be considered as parameters of the equation and may be arbitrary expressions, provided they do not contain any of the variables. To yield a meaningful equation, the coefficients a_1, \ldots, a_n are required to not all be zero. Alternatively, a linear equation can be obtained by equating to zero a linear polynomial over some field, from which the coefficients are taken. The solutions of such an equation are the values that, when substituted for the unknowns, make the equality true. In the case of just one variable, there is exactly one solution (provided that a_1\ne 0). Often, the term ''linear equation'' refers implicitly to this particular case, in which the variable is sensibly called the ''unknown''. In the case of two ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
