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A computational solution for a Matrix Riccati differential equation

Name: A computational solution for a Matrix Riccati differential equation
Creator: Razzaghi, M.
Keywords: 0209 industrial biotechnology, 510.mathematics, Numerical analysis in abstract spaces, 4. Education, 0202 electrical engineering, electronic engineering, information engineering, Software, source code, etc. for problems pertaining to ordinary differential equations, 02 engineering and technology, Article

A computational solution for a matrix Riccati differential equation

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 1979 Germany English Publisher:Springer Science and Business Media LLCJournal:Numerische Mathematik, volume 32, pages 271-279 (issn: 0029-599X, eissn: 0945-3245,

Authors: Razzaghi, M.;

doi: 10.1007/bf01397001

A computational solution for a Matrix Riccati differential equation

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Abstract

This paper is concerned with the solution of the finite time Riccati equation. The solution to the Riccati equation is given in terms of the partition of the transition matrix. Matrix differential equations for the partition of the transition matrix are derived and are solved using computational methods. Examples illustrating the method are presented and the computational algorithms are given.

Country

Germany

Related Organizations

DigiZeitschriften
Germany
Amirkabir University of Technology
Iran (Islamic Republic of)

Keywords

510.mathematics, Numerical analysis in abstract spaces, Software, source code, etc. for problems pertaining to ordinary differential equations, Article

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