Analytical approximate solutions and error bounds for nonsymmetric riccati matrix differential equations
نویسندگان
چکیده
منابع مشابه
Approximate solutions to large nonsymmetric differential Riccati problems
In the present paper, we consider large scale nonsymmetric differential matrix Riccati equations with low rank right hand sides. These matrix equations appear in many applications such as control theory, transport theory, applied probability and others. We show how to apply Krylov-type methods such as the extended block Arnoldi algorithm to get low rank approximate solutions. The initial proble...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 1992
ISSN: 0377-0427
DOI: 10.1016/0377-0427(92)90144-m