Asymptotic solutions to the matrix Riccati equation

DOI10.1016/0025-5564(74)90009-1zbMath0282.65067OpenAlexW2053974826MaRDI QIDQ1844065

Eugene D. Denman, Alex N. jun. Beavers

Publication date: 1974

Published in: Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0025-5564(74)90009-1

Mathematics Subject Classification ID

Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical methods for ordinary differential equations (65L99)

Related Items (6)

The Kalman-Bucy method of optimal filtering and its generalizations ⋮ A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations ⋮ Solutions of higher-order Riccati-type matrix equations ⋮ Matrix polynomials, roots and spectral factors ⋮ A new similarity transformation method for eigenvalues and eigenvectors ⋮ A survey of nonsymmetric Riccati equations

Cites Work

• A computational method for eigenvalues and eigenvectors of a matrix with real eigenvalues
• On the matrix Riccati equation
• A New Solution Method for the Lyapunov Matrix Equation
• Application of the Second Method of Lyapunov to the Proof of the Markov Stability Criterion
• The numerical solution of the matrix Riccati differential equation

This page was built for publication: Asymptotic solutions to the matrix Riccati equation