Title :
Time-varying Riccati differential equations for numerical experiments
Author_Institution :
Dept. of Electr. Eng., Univ. of South Alabama, Mobile, AL, USA
Abstract :
Large-scale time-varying stiff and nonstiff Riccati differential equations with known analytic solutions are constructed. The examples presented are useful for testing the accuracy and efficiency of algorithms for solving such equations. A systematic way to construct such equations is outlined
Keywords :
differential equations; matrix algebra; large scale equations; nonstiff equations; numerical experiments; stiff equations; time-varying Riccati differential equations; Differential equations; Eigenvalues and eigenfunctions; Large-scale systems; Riccati equations; Testing; Tin;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203728
