Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation

DOI10.1016/J.CPC.2009.06.014MaRDI QIDQ711787zbMATH OpenOpenAlexWikidataFDO

Authors J. Ibáñez, V. Hernández

Publication date 28 October 2010

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10251/52276

zbMATH Keywords

algebraic matrix Riccati equation (AMRE)algebraic matrix Sylvester equation (AMSE)backward differentiation formula (BDF) methodconmutant equationdifferential matrix Riccati equation (DMRE)initial value problem (IVP)linear differential equation (LDE)matrix exponentialordinary differential equation (ODE)piecewise-linearized method

Mathematics Subject Classification ID

Singular perturbations for ordinary differential equations (34E15) Numerical methods for ordinary differential equations (65L99) Model systems in control theory (93Cxx)

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Cites work

• A fixed point-based BDF method for solving differential Riccati equations
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• The numerical solution of the matrix Riccati differential equation

Cited in

(3)

• A fixed point-based BDF method for solving differential Riccati equations
• Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants
• Adams-Bashforth and Adams-Moulton methods for solving differential Riccati equations

Describes a project that uses

Uses Software

• Algorithm 432
• Matlab
• mftoolbox

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