Constructing Riccati differential equations with known analytic solutions for numerical experiments

DOI10.1109/9.52297zbMATH Open0705.93019OpenAlexW2087751330MaRDI QIDQ3486427FDOQ3486427

Authors: Chiu H. Choi, Alan J. Laub 

Publication date: 1990

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.52297

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zbMATH Keywords

matrix Riccati differential equationslarge-scale RDE's

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cited In (4)

• Sherman-Morrison-Woodbury formula for Sylvester and \(T\)-Sylvester equations with applications
• GIP integrators for matrix Riccati differential equations
• An extended block Golub-Kahan algorithm for large algebraic and differential matrix Riccati equations
• A family of anadromic numerical methods for matrix Riccati differential equations

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