✦ LIBER ✦

Numerical integration of the differential matrix Riccati equation

✍ Scribed by Kenney, C.; Leipnik, R.

Book ID: 121348893
Publisher: IEEE
Year: 1985
Tongue: English
Weight: 812 KB
Volume: 30
Category: Article
ISSN: 0018-9286
DOI: 10.1109/TAC.1985.1103822

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The numerical solution of the matrix Ric

The numerical solution of the matrix Riccati differential equation

✍ Davison, E.; Maki, M. 📂 Article 📅 1973 🏛 IEEE 🌐 English ⚖ 251 KB

Accurate numerical integration of stiff

Accurate numerical integration of stiff differential Riccati equations

✍ J.L. Morera; G. Rubio; L. Jo´dar 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 591 KB

Matrix Riccati Differential Equations

✍ Coles, W. J. 📂 Article 📅 1965 🏛 Society for Industrial and Applied Mathematics ⚖ 526 KB

Numerical solutions of the algebraic mat

Numerical solutions of the algebraic matrix Riccati equation

✍ Hans M. Amman; Heinz Neudecker 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 349 KB

The linear-quadratic control model is one of the most widely used control models in both empirical and theoretical economic modeling. In order to obtain the equilibrium solution of this control model, the so-called algebraic matrix Riccati equation has to be solved. In this note we present a numeric

A Natural Approach to the Numerical Inte

A Natural Approach to the Numerical Integration of Riccati Differential Equations

✍ Schiff, Jeremy; Shnider, S. 📂 Article 📅 1999 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 399 KB

A Matrix Differential Equation of Riccat

A Matrix Differential Equation of Riccati Type

✍ Reid, William T. 📂 Article 📅 1946 🏛 John Hopkins University Press 🌐 English ⚖ 736 KB