Results 161 to 170 of about 34,677 (208)
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1986
In this chapter we wish to apply approximation techniques to the study of one of the fundamental equations of mathematical analysis, the first order nonlinear ordinary differential equation.
Richard E. Bellman, Robert S. Roth
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In this chapter we wish to apply approximation techniques to the study of one of the fundamental equations of mathematical analysis, the first order nonlinear ordinary differential equation.
Richard E. Bellman, Robert S. Roth
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Nonsymmetric Riccati equations: Partitioned algorithms
Computers & Electrical Engineering, 1978Abstract Generalized partitioned solutions (GPS) of nonsymmetric matric Riccati equations are presented in terms of forward and backward time differential equations that are of theoretical interest and also are computationally powerful. The GPS are the natural framework for the effective change of initial conditions, and the transformation of ...
Lainiotis, D. G. +2 more
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On Riccati Matrix Differential Equations
Results in Mathematics, 1997zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Knobloch, H. W., Pohl, M.
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Numerical solution of the symmetric riccati equation through riccati iteration
Optimal Control Applications and Methods, 1982AbstractThis paper presents a new method for solving the symmetric algebraic Riccati equation from optimal control. The new method employs ‘Riccati iteration’ as used for time‐scale decoupling in structural vibration problems. The rate of convergence of the algorithm is governed by the relative separation of small and large eigenvalues in the shifted ...
Anderson, Leonard R. +2 more
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1995
Abstract This book provides a careful treatment of the theory of algebraic Riccati equations. It consists of four parts: the first part is a comprehensive account of necessary background material in matrix theory including careful accounts of recent developments involving indefinite scalar products and rational matrix functions.
Peter Lancaster, Leiba Rodman
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Abstract This book provides a careful treatment of the theory of algebraic Riccati equations. It consists of four parts: the first part is a comprehensive account of necessary background material in matrix theory including careful accounts of recent developments involving indefinite scalar products and rational matrix functions.
Peter Lancaster, Leiba Rodman
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Journal of Mathematical Physics, 1963
A simple modification of a method introduced by R. Bellman is proposed, which under certain circumstances produces both upper and lower bounds for the solution of the Riccati equation. An application to scattering theory is suggested.
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A simple modification of a method introduced by R. Bellman is proposed, which under certain circumstances produces both upper and lower bounds for the solution of the Riccati equation. An application to scattering theory is suggested.
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2000
In this chapter, we show that depending on the coefficients, the complex Riccati equation has one or another homogeneity domain of the space of several complex variables as its integral manifold. A domain D ⊂ ℂ n is called a homogeneity domain if there exists an infinite group of analytic automorphisms of this domain onto itself.
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In this chapter, we show that depending on the coefficients, the complex Riccati equation has one or another homogeneity domain of the space of several complex variables as its integral manifold. A domain D ⊂ ℂ n is called a homogeneity domain if there exists an infinite group of analytic automorphisms of this domain onto itself.
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2003
In Chapter 5 we assume that A, N, Q = Q*, S = S*: ℝ → ℂnxn, B: ℝ → ℂnxm, b : ℝ → ℂn, M : ℝ → ℂmxm, R : ℝ → ℂmxn and C : ℝ → ℂpxn are piecewise continuous, locally integrable, ω-periodic functions and we consider the periodic Hermitian Riccati differential equation $$ \dot X = - A^* (t)X - XA(t) - Q(t) + XS(t)X, $$ (PHRDE) corresponding to the
Hisham Abou-Kandil +3 more
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In Chapter 5 we assume that A, N, Q = Q*, S = S*: ℝ → ℂnxn, B: ℝ → ℂnxm, b : ℝ → ℂn, M : ℝ → ℂmxm, R : ℝ → ℂmxn and C : ℝ → ℂpxn are piecewise continuous, locally integrable, ω-periodic functions and we consider the periodic Hermitian Riccati differential equation $$ \dot X = - A^* (t)X - XA(t) - Q(t) + XS(t)X, $$ (PHRDE) corresponding to the
Hisham Abou-Kandil +3 more
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Monatshefte für Mathematik, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Divisibility and Riccati Equation
1979Throughout this section X is a complex Banach space and π is a projection of X onto X2 along X1. Matrix representations of operators acting on X will always be taken with respect to the decomposition X = X1 ⊕ X2.
H. Bart, I. Gohberg, M. A. Kaashoek
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