Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations

DOI10.1016/j.cam.2011.02.011zbMath1217.65136OpenAlexW2049539036MaRDI QIDQ534241

Hai-Jun Peng, Zhi-Gang Wu, Wan-xie Zhong

Publication date: 17 May 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2011.02.011

zbMATH Keywords

periodic systemsnumerical examplesHamiltonian systemFourier series expansionmatrix recursive algorithmperiodic Lyapunov differential equationsperiodic Riccati differential equationsRiccati transformation method

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Symplectic method based on generating function for receding horizon control of linear time-varying systems, SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations, A novel extended precise integration method based on Fourier series expansion for the H₂-norm of linear time-varying periodic systems, Recursive approximate solution to time-varying matrix differential Riccati equation: linear and nonlinear systems

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