The numerical solution of the matrix Riccati differential equation
- 1 February 1973
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 18 (1), 71-73
- https://doi.org/10.1109/tac.1973.1100210
Abstract
A numerically stable and fast computational method is given for the solution of the matrix Ricatti differential equation with finite terminal time.Keywords
This publication has 2 references indexed in Scilit:
- A High-Order Crank-Nicholson Technique for Solving Differential EquationsThe Computer Journal, 1967
- Matrix Quadratic SolutionsSIAM Journal on Applied Mathematics, 1966