MACSYMA-generated closed-form solutions to some matrix Riccati equations
type: Item
instance of: scholarly article
title: MACSYMA-generated closed-form solutions to some matrix Riccati equations
zbMATH Open document ID: 0574.65089
DOI: 10.1016/0096-3003(84)90035-3
author: Ralph M. Wilcox
author: Leo P. Harten
published in: Applied Mathematics and Computation
publication date: 1984-01-01T00:00:00Z
review text: Closed-form solutions to some continuous-time matrix Riccati equations have been generated by employing MACSYMA, the symbolic manipulation program developed at MIT. These equations, whose solution by hand would be prohibitive, occur in a description of the performance of imaging infrared trackers. Solutions have been obtained for both second-order and third-order matrices (corresponding, respectively, to the application to the target of a white-noise or a Poisson-type stochastic force), and for the cases in which the variance matrix is initially either zero or singular.
Mathematics Subject Classification ID: 65L05
Mathematics Subject Classification ID: 34A34
Mathematics Subject Classification ID: 93C15
zbMATH DE Number: 3917610
zbMATH Keywords: Closed-form solutions
zbMATH Keywords: matrix Riccati equations
zbMATH Keywords: MACSYMA
zbMATH Keywords: white-noise
zbMATH Keywords: Poisson-type stochastic force
describes a project that uses: MACSYMA
MaRDI profile type: Publication
full work available at URL: 0096-3003(84)90035-3
OpenAlex ID: W2062025224
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description: scientific article; zbMATH DE number 3917610