Chebyshev rational matrix approximation with a priori error bounds for linear and Riccati matrix equations

✍ Scribed by J. Camacho; J.C. Cortés; E. Navarro; A.E. Posso

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 822 KB
• Volume: 35
• Category: Article
• ISSN: 0895-7177
• DOI: 10.1016/s0895-7177(02)00070-5

✦ Synopsis

This paper deals with initial value problems for Lipschitz continuous coefficient matrix Riccati equations. Using Chebyshev polynomial matrix approximations the coefficients of the Riccati equation are approximated by matrix polynomials in a constructive way. Then using the Fröbenius method developed in [1], given an admissible error e > 0 and the previously guaranteed existence domain, a rational matrix polynomial approximation is constructed so that the error is less than e in all the existence domain. The approach is Mso considered for the construction of matrix polynomial approximations of nonhomogeneous linear differential systems avoiding the integration of the transition matrix of the associated homogeneous problem. (~) 2002 Elsevier Science Ltd. All rights reserved.