Noniterative Approximations to the Solution of the Matrix Riccati Differential Equation (Q4031688)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Noniterative Approximations to the Solution of the Matrix Riccati Differential Equation |
scientific article |
Statements
Noniterative Approximations to the Solution of the Matrix Riccati Differential Equation (English)
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1 April 1993
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multistep methods
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control systems
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convergence
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optimal control
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matrix Riccati differential equation
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discrete time equation
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error estimates
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numerical example
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invariant embedding
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