Approximate solutions with a priori error bounds for continuous coefficient matrix Riccati equations

In this paper, the exact solution of the nonsymmetric matrix Riccati equation with continuous coefficients is approximated using Ferʹs approximations of the associated underlying linear system. Given an admissible error ϵ > 0, the order n of Ferʹs truncation is determined so that in the previously guaranteed existence interval, the error of the approximated solution is less than ϵ. Some qualitative properties of the Ferʹs approximations are given and illustrative examples are included.