Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations

DOI10.1016/j.cam.2011.02.011zbMath1217.65136MaRDI QIDQ534241

Hai-Jun Peng, Zhi-Gang Wu, Wan-xie Zhong

Publication date: 17 May 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2011.02.011

zbMATH Keywords

periodic systems; numerical examples; Hamiltonian system; Fourier series expansion; matrix recursive algorithm; periodic Lyapunov differential equations; periodic Riccati differential equations; Riccati transformation method

Mathematics Subject Classification ID

34A34: Nonlinear ordinary differential equations and systems

65L05: Numerical methods for initial value problems involving ordinary differential equations

Related Items

Recursive approximate solution to time-varying matrix differential Riccati equation: linear and nonlinear systems, Symplectic method based on generating function for receding horizon control of linear time-varying systems, SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations, A novel extended precise integration method based on Fourier series expansion for the H₂-norm of linear time-varying periodic systems

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