• DocumentCode
    1362061
  • Title

    Constructing Riccati differential equations with known analytic solutions for numerical experiments

  • Author

    Choi, Chiu H. ; Laub, Alan J.

  • Author_Institution
    Dept. of Electr. Eng., South Alabama Univ., Mobile, AL, USA
  • Volume
    35
  • Issue
    4
  • fYear
    1990
  • fDate
    4/1/1990 12:00:00 AM
  • Firstpage
    437
  • Lastpage
    439
  • Abstract
    Three examples of symmetric and nonsymmetric Riccati differential equations (RDEs) whose analytic solutions are known and whose sizes are variable and can be large are presented. The eigenvalues and eigenvectors of the Riccati solutions in some of the examples are also given. The numerical examples have proved to be useful for testing the accuracy and efficiency of algorithms for solving large-scale RDEs
  • Keywords
    differential equations; eigenvalues and eigenfunctions; Riccati differential equations; eigenvalues; eigenvectors; Algorithm design and analysis; Differential equations; Eigenvalues and eigenfunctions; Large-scale systems; Riccati equations; Sufficient conditions; Testing;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.52297
  • Filename
    52297