Numerical method for the solution of the singular riccati matrix

DOI10.1002/OCA.4660100210MaRDI QIDQ3833951zbMATH OpenOpenAlexFDO

Authors M. Bala Subrahmanyam

Publication date 1989

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/oca.4660100210

zbMATH Keywords

sensitivitysingular Riccati matrix

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

Recommendations

• scientific article; zbMATH DE number 3870482
• Eigenfactor solution of the matrix Riccati equation--A continuous square root algorithm
• Numerical integration of the differential matrix Riccati equation
• The recursive reduced-order numerical solution of the singularly perturbed matrix differential Riccati equation
• scientific article; zbMATH DE number 4034993

Cited in

(5)

• A nonrecursive solution method for the linear-quadratic optimal control problem with a singular transition matrix
• GIP integrators for matrix Riccati differential equations
• The recursive reduced-order numerical solution of the singularly perturbed matrix differential Riccati equation
• Solution of the singularly perturbed matrix difference Riccati equation
• Numerical Methods for Nearly Singular Constrained Matrix Sylvester Equations

This page was built for publication: Numerical method for the solution of the singular riccati matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3833951)