A multistage successive approximation method for Riccati differential equations

Author:

Prabowo Petrus Setyo,Mungkasi Sudi

Abstract

Riccati differential equations have played important roles in the theory and practice of control systems engineering. Our goal in this paper is to propose a new multistage successive approximation method for solving Riccati differential equations. The multistage successive approximation method is derived from an existing piecewise variational iteration method for solving Riccati differential equations. The multistage successive approximation method is simpler in terms of computing implementation in comparison with the existing piecewise variational iteration method. Computational tests show that the order of accuracy of the multistage successive approximation method can be made higher by simply taking more number of successive iterations in the multistage evolution. Furthermore, taking small size of each subinterval and taking large number of iterations in the multistage evolution lead that our proposed method produces small error and becomes high order accurate.

Publisher

Institute of Advanced Engineering and Science

Subject

Electrical and Electronic Engineering,Control and Optimization,Computer Networks and Communications,Hardware and Architecture,Instrumentation,Information Systems,Control and Systems Engineering,Computer Science (miscellaneous)

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