MACSYMA-generated closed-form solutions to some matrix Riccati equations

DOI10.1016/0096-3003(84)90035-3zbMath0574.65089OpenAlexW2062025224MaRDI QIDQ1063400

Leo P. Harten, Ralph M. Wilcox

Publication date: 1984

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(84)90035-3

zbMATH Keywords

matrix Riccati equationsClosed-form solutionsMACSYMAwhite-noisePoisson-type stochastic force

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (2)

A closed-form solution to the discrete-time Kalman filter and its applications ⋮ Remarks on the periodic orbits of the matrix Riccati equation

Uses Software

• MACSYMA

Cites Work

• Introduction to the mathematical theory of control processes. Vol I: Linear equations and quadratic criteria
• On the Relation of Transmission-Line Theory to Scattering and Transfer
• Periodic oscillations of matrix Riccatti equations in time-invariant systems
• Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
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