Eigenfactor solution of the matrix Riccati equation--A continuous square root algorithm

DOI10.1109/TAC.1985.1103823zbMath0594.65055MaRDI QIDQ3725467

I. Y. Bar-Itzhack, Y. Oshman

Publication date: 1985

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

zbMATH Keywords

numerical examplesmatrix Riccati differential equationeigensystem

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) 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) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)

Related Items (5)

Chebyshev rational matrix approximation with a priori error bounds for linear and Riccati matrix equations ⋮ Square root filtering via covariance and information eigenfactors ⋮ Positivity preserving exponential integrators for differential Riccati equations ⋮ Max-plus representation for the fundamental solution of the time-varying differential Riccati equation ⋮ Approximate solutions with a priori error bounds for continuous coefficient matrix Riccati equations.

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