Constructing Riccati differential equations with known analytic solutions for numerical experiments

DOI10.1109/9.52297zbMath0705.93019OpenAlexW2087751330MaRDI QIDQ3486427

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

Related Items (4)

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 ⋮ Sherman–Morrison–Woodbury formula for Sylvester andT-Sylvester equations with applications

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