Constructing Riccati differential equations with known analytic solutions for numerical experiments

DOI10.1109/9.52297MaRDI QIDQ3486427zbMATH OpenOpenAlexFDO

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

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)

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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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