A Schur method for the solution of the matrix Riccati equation (Q1363349)
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scientific article; zbMATH DE number 1046342
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| English | A Schur method for the solution of the matrix Riccati equation |
scientific article; zbMATH DE number 1046342 |
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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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0.874472439289093
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0.8707929253578186
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0.8678645491600037
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0.8593654632568359
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0.8554061651229858
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