DocumentCode
810999
Title
The numerical solution of the matrix Riccati differential equation
Author
Davison, E.J. ; Maki, M.C.
Author_Institution
University of Toronto, Toronto, Ontario, Canada
Volume
18
Issue
1
fYear
1973
fDate
2/1/1973 12:00:00 AM
Firstpage
71
Lastpage
73
Abstract
A numerically stable and fast computational method is given for the solution of the matrix Ricatti differential equation with finite terminal time.
Keywords
Differential Riccati equations; Numerical integration; Riccati equations, differential; Differential equations; Eigenvalues and eigenfunctions; Electrons; Feedback control; Linear systems; MIMO; Matrices; Polynomials; Riccati equations; Transfer functions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1973.1100210
Filename
1100210
Link To Document