A canonical form and solution for the matrix Riccati differential equation

DOI10.1017/S0334270000004550zbMath0576.34024WikidataQ115335783 ScholiaQ115335783MaRDI QIDQ3697391

R. B. Leipnik

Publication date: 1985

Published in: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

constant coefficientsconvergence rateextremal solutionssteady-stateself-adjoint matrix Riccati differential equation

Mathematics Subject Classification ID

Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30)

Related Items (8)

GIP integrators for matrix Riccati differential equations ⋮ A fixed point-based BDF method for solving differential Riccati equations ⋮ Parameter estimation for ergodic linear SDEs from partial and discrete observations ⋮ Improved Potter-Anderson-Moore algorithm for the differential Riccati equation ⋮ Max-plus representation for the fundamental solution of the time-varying differential Riccati equation ⋮ A GMRES-based BDF method for solving differential Riccati equations ⋮ A family of Anadromic numerical methods for matrix Riccati differential equations ⋮ An explicit Floquet-type representation of Riccati aperiodic exponential semigroups

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