An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds (Q1121650)

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An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds
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    An algorithm for solving coupled differential matrix systems: Approximations, convergence and upper error bounds (English)
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    1989
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    An algorithm is presented for the solution of a coupled system of matrix Riccati differential equations using the successive approximation method. For the approximate solution explicit expressions are given and used to give error bounds and convergence conditions.
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    convergence interval
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    algorithm
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    system of matrix Riccati differential equations
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    successive approximation method
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    error bounds
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