Results 161 to 170 of about 34,677 (208)
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The Riccati Equation

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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Nonsymmetric Riccati equations: Partitioned algorithms

Computers & Electrical Engineering, 1978
Abstract 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, 1997
zbMATH 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, 1982
AbstractThis 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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Algebraic Riccati Equations

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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Note on the Riccati Equation

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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Complex Riccati Equations

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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The periodic Riccati equation

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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On the Riccati equations

Monatshefte für Mathematik, 2008
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Divisibility and Riccati Equation

1979
Throughout 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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