Solves the Riccati differential equation for the finite-horizon linear quadratic regulator.
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Updated
Dec 8, 2022 - MATLAB
Solves the Riccati differential equation for the finite-horizon linear quadratic regulator.
Matlab implementation of the paper "Fast System Level Synthesis: Robust Model Predictive Control using Riccati Recursions"
Fast fixed-size nonlinear MPC solver with Python/SymPy codegen, primal-dual IPM, Riccati kernels, and zero-malloc C++ solve paths.
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