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
fDate :
4/1/1990 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
