Discrete-time systems neuro-Riccati equation solution
Annabell Del Real Tamariz, C.R. Bottura · Proceedings. 2005 IEEE International Joint Conference on Neural Networks, 2005. · 2006
In this article proposal for solving the discrete-time algebraic Riccati equation (DARE) using a multilayer recurrent neural network (RNN) approach is presented. Systems of coupled matricial nonlinear differential equations are derived describing the neural dynamics of the Neuro-riccati equation. By solving these coupled matrix equations using recurrent neural networks a symmetric and positive definite solution is obtained. Several examples demonstrate the effectiveness of this proposal and respective implementation.