Title :
The numerical solution of the matrix Riccati differential equation
Author :
Davison, E.J. ; Maki, M.C.
Author_Institution :
University of Toronto, Toronto, Ontario, Canada
fDate :
2/1/1973 12:00:00 AM
Abstract :
A numerically stable and fast computational method is given for the solution of the matrix Ricatti differential equation with finite terminal time.
Keywords :
Differential Riccati equations; Numerical integration; Riccati equations, differential; Differential equations; Eigenvalues and eigenfunctions; Electrons; Feedback control; Linear systems; MIMO; Matrices; Polynomials; Riccati equations; Transfer functions;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100210
