Almost analytic representation for the solution of the differential matrix Riccati equation

DOI10.1109/9.388zbMath0636.34004OpenAlexW2021012644WikidataQ115267933 ScholiaQ115267933MaRDI QIDQ3775817

Ilan Rusnak

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1109/9.388

zbMATH Keywords

iterative algorithmdifferential matrix Riccati equationoptimal estimatoralmost analytic representation

Mathematics Subject Classification ID

Theoretical approximation of solutions to ordinary differential equations (34A45) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25)

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GIP integrators for matrix Riccati differential equations ⋮ Convergence of the time-invariant Riccati differential equation and LQ-problem: mechanisms of attraction ⋮ Max-plus representation for the fundamental solution of the time-varying differential Riccati equation ⋮ Quadratic control of stochastic hybrid systems with renewal transitions ⋮ Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations ⋮ A family of Anadromic numerical methods for matrix Riccati differential equations ⋮ An explicit Floquet-type representation of Riccati aperiodic exponential semigroups

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