Redescending M-estimator

From formulasearchengine
Revision as of 16:31, 30 April 2012 by en>Maechler
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search

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. In such a problem, one cares about the value of some variable of interest arbitrarily far into the future, and one must optimally choose a value of a controlled variable right now, knowing that one will also behave optimally at all times in the future. The optimal current values of the problem's control variables at any time can be found using the solution of the Riccati equation and the current observations on evolving state variables. With multiple state variables and multiple control variables, the Riccati equation will be a matrix equation.

A typical algebraic Riccati equation is similar to one of the following:

the continuous time algebraic Riccati equation (CARE):

ATX+XAXBR1BTX+Q=0

or the discrete time algebraic Riccati equation (DARE):

X=ATXA(ATXB)(R+BTXB)1(BTXA)+Q.

X is the unknown n by n symmetric matrix and A, B, Q, R are known real coefficient matrices.

The name Riccati is given to the CARE equation by analogy to the Riccati differential equation: the unknown elements of X appear linearly and in quadratic terms (but no higher-order terms). The DARE arises in place of the CARE when studying discrete time systems; it is not obviously related to the differential equation studied by Riccati.

The algebraic Riccati equation determines the solution of the infinite-horizon time-invariant Linear-Quadratic Regulator problem (LQR) as well as that of the infinite horizon time-invariant Linear-Quadratic-Gaussian control problem (LQG). These are two of the most fundamental problems in control theory.

A solution to the algebraic Riccati equation can be obtained by matrix factorizations or by iterating on the Riccati equation. One type of iteration can be obtained in the discrete time case by using the dynamic Riccati equation that arises in the finite-horizon problem: in the latter type of problem each iteration of the value of the matrix is relevant for optimal choice at each period that is a finite distance in time from a final time period, and if it is iterated infinitely far back in time it converges to the specific matrix that is relevant for optimal choice an infinite length of time prior to a final period—that is, for when there is an infinite horizon.

See also

References

  • At ANZ, we perceive that owning a property shouldn't be a straightforward determination and that is why your Mortgage Specialists will spend time to understand your every precedence to ensure you make the perfect of your mortgage loan. With ANZ Property Loans, you should have access to flexible financing solutions to your properties in Singapore and Australia.

    New challenge isn't the only choice for patrons. There's robust competitors from countless resale items whose homeowners are more versatile to slash costs if they are determined to promote. It appears that majority consumers of suburban properties are center-class Singaporeans, evident from their residential addresses with most displaying these of Housing Improvement Board (HDB) flats. As an alternative, Mr Nicholas Mak, realestate lecturer at Ngee Ann Polytechnic, said that developers would possibly find it more profitable to develop land from the Authorities Land Sales programme into low-rise residences. Investors show more curiosity in cluster houses, as they fetch a relatively high rental yield as compared to different forms of landed properties. District 19, Freehold strata cluster landed

    As everyone knows, property in singapore is on the rise and new apartment launch are being release month by month. Investor flock in to grab these opprotunities and residential house owners are in search of for a more exqusitive lifestyle than ever. We have come to an age the place increasingly individuals are keen to spend on luxurious but affordable house for their wants. Buyers do NOT, and will NOT, need to pay any agent any price, when shopping for property in Singapore. The Singapore property market has had a very good run over the previous few years and lots of traders have made a fortune as a result. The majority of owner-occupied properties could have decrease tax rates in Singapore Price range 2013. Property Launches Listings Map (Singapore & Iskandar Malaysia) - All Properties Listed In SGDevelopersale.com

    The good news is, whereas the first preview is private and usually reserved for administrators, enterprise associates, and even shareholders of the developer, the primary public preview is open to only about anyone with the means and want to purchase a unit. However you'd normally need to pre-register for it. Additionally, you will be registered for the VIP Preview should you so request. That typically involves submitting a kind listing your particulars & most well-liked items, together with your cheque. The agent will usually take care of a lot of the paperwork. Attending a preview doesn't suggest you might be obliged to purchase a unit. You may choose to not and your cheque will be returned to you. No charge involved. Name the agent to collect the paperwork for precedence reserving. Click Here To Get Rates Development

    Singaporeans have historically been averse to wealth redistribution, partly because of the idea that focussing on equalising life opportunities is sufficient. When property taxes were abolished in 2008, Singapore grew to become one of the few nations that doesn't have capital features (together with property) or property taxes. Take into account the idea that Singapore wants many rich billionaires to be able to seed and develop businesses. This misunderstands the character of entrepreneurship. Henry Ford and Invoice Gates came from humble origins to construct giant corporations. Their descendants, billionaires, have not created something comparable. Much better for Singapore to foster a pleasant investment local weather and an open, innovative atmosphere. New Launch 2014 in March / April Lush Acres EC

    The Peak @ Cairnhill - is the following upcoming Residential condominium in Singapore District 9. It is a Uncommon Freehold Development that can outshine the Read More b) Singapore Everlasting Residents (SPR) who already own # 1 or more residential properties must pay ABSD of three% on the acquisition or acquisition of one other residential property. SGDeveloper.com showcase unique developer new properties launches in Singapore or abroad. Our group of skilled real property consultants from varied businesses will make it easier to in securing your new dream dwelling or in your property investment wants. N ew Condominium Urban Vista Tanah Merah Launch 2013 Wishing you the very best in your search for that very best new launch property in Singapore! Click right here to learn property market information

    For Mark Shen, 36, the brand new MAS regulations have dented his upgrading plans. He lives together with his wife Annie and two daughters in a resale HDB flat. "We'd planned to buy a three-bedroom rental by taking the maximum bank mortgage and stretching it over the longest period we can. However with these new measures, the loan quantum we now qualify for can probably only get us a two-bedroom unit," says Mark. quick time period good points. The impact of the SSD is especially important as it is payable regardless whether or not the property is ultimately offered at a achieve or loss. HOUSE consumers will now must stump up much more cash upfront after the Government moved to cool the property market in an surroundings of "terribly low" rates of interest. Queenstown Condominium by Hong Leong & CDL
  • At ANZ, we perceive that owning a property shouldn't be a straightforward determination and that is why your Mortgage Specialists will spend time to understand your every precedence to ensure you make the perfect of your mortgage loan. With ANZ Property Loans, you should have access to flexible financing solutions to your properties in Singapore and Australia.

    New challenge isn't the only choice for patrons. There's robust competitors from countless resale items whose homeowners are more versatile to slash costs if they are determined to promote. It appears that majority consumers of suburban properties are center-class Singaporeans, evident from their residential addresses with most displaying these of Housing Improvement Board (HDB) flats. As an alternative, Mr Nicholas Mak, realestate lecturer at Ngee Ann Polytechnic, said that developers would possibly find it more profitable to develop land from the Authorities Land Sales programme into low-rise residences. Investors show more curiosity in cluster houses, as they fetch a relatively high rental yield as compared to different forms of landed properties. District 19, Freehold strata cluster landed

    As everyone knows, property in singapore is on the rise and new apartment launch are being release month by month. Investor flock in to grab these opprotunities and residential house owners are in search of for a more exqusitive lifestyle than ever. We have come to an age the place increasingly individuals are keen to spend on luxurious but affordable house for their wants. Buyers do NOT, and will NOT, need to pay any agent any price, when shopping for property in Singapore. The Singapore property market has had a very good run over the previous few years and lots of traders have made a fortune as a result. The majority of owner-occupied properties could have decrease tax rates in Singapore Price range 2013. Property Launches Listings Map (Singapore & Iskandar Malaysia) - All Properties Listed In SGDevelopersale.com

    The good news is, whereas the first preview is private and usually reserved for administrators, enterprise associates, and even shareholders of the developer, the primary public preview is open to only about anyone with the means and want to purchase a unit. However you'd normally need to pre-register for it. Additionally, you will be registered for the VIP Preview should you so request. That typically involves submitting a kind listing your particulars & most well-liked items, together with your cheque. The agent will usually take care of a lot of the paperwork. Attending a preview doesn't suggest you might be obliged to purchase a unit. You may choose to not and your cheque will be returned to you. No charge involved. Name the agent to collect the paperwork for precedence reserving. Click Here To Get Rates Development

    Singaporeans have historically been averse to wealth redistribution, partly because of the idea that focussing on equalising life opportunities is sufficient. When property taxes were abolished in 2008, Singapore grew to become one of the few nations that doesn't have capital features (together with property) or property taxes. Take into account the idea that Singapore wants many rich billionaires to be able to seed and develop businesses. This misunderstands the character of entrepreneurship. Henry Ford and Invoice Gates came from humble origins to construct giant corporations. Their descendants, billionaires, have not created something comparable. Much better for Singapore to foster a pleasant investment local weather and an open, innovative atmosphere. New Launch 2014 in March / April Lush Acres EC

    The Peak @ Cairnhill - is the following upcoming Residential condominium in Singapore District 9. It is a Uncommon Freehold Development that can outshine the Read More b) Singapore Everlasting Residents (SPR) who already own # 1 or more residential properties must pay ABSD of three% on the acquisition or acquisition of one other residential property. SGDeveloper.com showcase unique developer new properties launches in Singapore or abroad. Our group of skilled real property consultants from varied businesses will make it easier to in securing your new dream dwelling or in your property investment wants. N ew Condominium Urban Vista Tanah Merah Launch 2013 Wishing you the very best in your search for that very best new launch property in Singapore! Click right here to learn property market information

    For Mark Shen, 36, the brand new MAS regulations have dented his upgrading plans. He lives together with his wife Annie and two daughters in a resale HDB flat. "We'd planned to buy a three-bedroom rental by taking the maximum bank mortgage and stretching it over the longest period we can. However with these new measures, the loan quantum we now qualify for can probably only get us a two-bedroom unit," says Mark. quick time period good points. The impact of the SSD is especially important as it is payable regardless whether or not the property is ultimately offered at a achieve or loss. HOUSE consumers will now must stump up much more cash upfront after the Government moved to cool the property market in an surroundings of "terribly low" rates of interest. Queenstown Condominium by Hong Leong & CDL

External links