Computing periodic solutions of Riccati differential equations
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference8 articles.
1. Second-variation methods in periodic optimization;Bittanti;J. Optimization Theory Appl.,1974
2. Series solution of matrix Riccati equation;Datta;Internat. J. Control,1978
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1. Chapter 3 A Qualitative Analysis, via Lower and Upper Solutions, of First Order Periodic Evolutionary Equations with Lack of Uniqueness;Handbook of Differential Equations: Ordinary Differential Equations;2006
2. OPTIMAL UNIFORM FINITE DIFFERENCE SCHEME OF ORDER ONE FOR SINGULARLY PETURBED RICCATI EQUATION;Communications in Numerical Methods in Engineering;1997-01
3. New doubling algorithm for the discrete periodic Riccati Equation;Applied Mathematics and Computation;1994-02
4. A note on the maximal solution of the periodic Riccati equation;IEEE Transactions on Automatic Control;1989
5. The difference periodic Ricati equation for the periodic prediction problem;IEEE Transactions on Automatic Control;1988
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