A Schur method for the solution of the matrix Riccati equation (Q1363349): Difference between revisions
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Latest revision as of 03:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Schur method for the solution of the matrix Riccati equation |
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A Schur method for the solution of the matrix Riccati equation (English)
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31 October 2002
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Summary: This paper is concerned with an analytic solution of the finite-time matrix Riccati equation. The solution to the Riccati equation is given in terms of multiples of two matrices. These matrices are found using a Schur-type decomposition for Hamiltonian matrices. Simple examples illustrating the method are presented.
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